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A Design Strength Equation for Collapse

of Expanded OCTG
Frans J. Klever, SPE, Shell International E&P

Summary
Expandable tubulars provide exciting new opportunities for well
design and construction. This technology has permitted access to
hydrocarbons that could not be reached by conventional drilling
techniques. Design tools similar to those available for conventional oil-country tubular goods (OCTG) are required to facilitate
further dissemination and application of expandable tubulars. In
particular, equations for performance properties of expanded pipe
are needed.
This paper describes a method for developing an equation for
the design collapse strength of any particular expandable-pipe
product. It is based on the combination of collapse-test data and
theoretical modeling, and its statistical approach is fully consistent with that used for conventional OCTG described in ISO/TR
10400:2007 (2007) or API TR 5C3 (2008).
On the basis of an example set of expanded L80 pipes, results
are presented fitting the collapse data with an anisotropic version
of the Klever and Tamano (KT) collapse equation (Klever and
Tamano 2006) that has been calibrated recently to conventional
OCTG. By adapting three parameters, the anisotropic KT model
can also model the collapse strength of the expanded-pipe data
over a range of pipe diameters, wall thicknesses, and expansion
ratios. The historical API BULL 5C3 (1994) collapse formulas,
even with adapted plastic-collapse parameters and reduced yield
strength (YS), were found not suitable for matching this set of
expanded-pipe collapse data.
Manufacturers may use the procedure described in this paper
to develop design strength equations for specific expandable-pipe
products, leading to product-specific sets of best-fit KT model
parameters. The new equation takes account of the theoretical
effect of internal pressure and axial load on collapse. The API SC5
RG ET Resource Group on expandable tubulars is incorporating
the approach presented in this paper into the draft API RP 5-EX
Recommended Practice.
Introduction
The design collapse-strength equations currently used in the
industry for conventional OCTG are described in API TR 5C3
(2008) and ISO/TR 10400:2007 (2007). These documents also list
equations for average collapse strength that aim to predict true
collapse (matching actual test data). There is a margin between
the design collapse strength and the average collapse strength
on the order of 2025%, and thus the design strength equations
provide an inherent factor of safety. ISO/TR 10400:2007 (2007)
reinforces the notion already available in API BULL 5C3 (1994) for
decades that the design collapse-strength values should represent
the 0.5 percentile of the collapse-strength probability distribution,
calculated with a confidence level of 95%. Country-specific and
company-specific design codes take this into account in their
choice of design factors that are applied to these design strength
values. In that way, the designer can achieve the reliability level
that a well project requires.
Any specialty product, whether, say, proprietary high-collapse
pipe or expandable pipe, should therefore undergo collapse testing

Copyright 2010 Society of Petroleum Engineers


This paper (SPE 111742) was accepted for presentation at the IADC/SPE Drilling
Conference, Orlando, Florida, USA, 46 March 2008, and revised for publication. Original
manuscript received 13 May 2009. Revised manuscript received 13 November 2009. Paper
peer approved 17 November 2009.

September 2010 SPE Drilling & Completion

and modeling to establish a design collapse strength for that product that is consistent with the current design practice.
In general, the performance properties of an expanded pipe
depend on the expanded diameter and wall thickness, the maximum depth of imperfections that have a reasonable probability of
passing through the inspection process undetected, the fracture
toughness of the material, the work-hardening of the material,
and the expansion process including the axial boundary conditions
that prevail during the expansion. Not all of these dependencies
have been, or can be, quantified comprehensively, and, therefore,
a conservative approach is needed to account for some of these
unknowns.
The resistance of a pipe to external pressure is a complex function of the dimensions, the YS in circumferential compression, the
shape of the stress/strain curve in that direction, the ovality, the
residual stress, and the other loads such as axial load and internal
pressure. The effect of eccentricity is mostly very small (Kyriakides and Corona 2007). The expansion process impacts all of these
parameters, and, therefore, as for conventional OCTG, the design
collapse strength of expanded pipe is best determined through a
combination of testing, statistical analysis, and fundamental modeling. In this paper, such an approach has been followed.
In the following sections, the effect of expansion on the material
properties of the pipe is illustrated, and a data set of collapse pressures of expanded L80 pipes is introduced. Three collapse prediction
models are discussed, two of which are calibrated to the collapse
data set. A method is presented to derive a lower-bound design collapse strength from the calibrated model, taking duly into account
the uncertainty associated with the fact that the size of the collapse
data set is finite. Another section describes the collapse strength
under combined loads. The paper ends with a number of conclusions. Appendices A (Formulas Used for Regression and Statistics),
B (The KT Collapse Prediction Model), and C (Definition and
Calculation of the Factor F) provide additional detail and graphs
underlying some of the concepts described in the main text.
Effect of Expansion on Material Properties
The cold working of the steel caused by the pipe expansion significantly changes the basic properties such as YS and ultimate tensile
strength (UTS). For a notional pre-expansion stress/strain curve,
Fig. 1 shows the effect of expansion on the stress/strain curve.
Suppose that a tensile test on the unexpanded material would
result in the green curve labeled engineering stress before expansion. Engineering stress, defined as load over original crosssectional area, is, however, not a proper stress parameter when
large deformations occur, such as during expansion. It is the true
(Cauchy) stress, defined as load over the current cross-sectional
area, that is the stress measure for the general situation of large
deformations. The true stress/strain curve represents the actual
material behavior. Using the engineering strain defined as length
change over original length, the true stress can simply (in the uniform strain range before necking occurs) be calculated from the
measured engineering stress as
l
 true = 1 +  eng  eng ;  eng = , . . . . . . . . . . . . . . . . . . . . . . . (1)
l0
where the small volume changes associated with elastic straining
have been neglected. The true stress is plotted vs. the strain as the
red curve in Fig. 1. Note that only the engineering stress/strain
curve shows a maximum loading point, while the true stress continues to increase.

391

140

140
120

120

True stress

80

Engineering stress
after expansion

Stress, ksi

Stress, ksi

True stress

100

100

Engineering stress
before expansion

60

80

Engineering stress
after expansion
15%
10%
5%

60
40

40

Engineering stress
before expansion

20

20

UTS

UTS

0
0%

(a)

5%

10%

15%

20%

25%

Logarithmic Strain

0%

5%

10%

15%

20%

25%

Engineering Strain

(b)

Fig. 1Effect of 5, 10, or 15% expansion on a notional engineering stress/strain curve, with strain referenced to (a) the unexpanded state or (b) the expanded state.

Imagine this notional material is deformed to, say, 5% strain


and then unloaded. How would the (engineering) stress/strain
curve look if a tensile test were performed on this material that
has been prestrained to 5%? This can be calculated to lead to the
lower blue curve, labeled engineering stress after expansion. If
the material samples had been prestrained to 10% or 15%, tensile
tests on these samples would result in the middle and upper blue
curves, respectively. Whatever the expansion level, the plastic
deformation of the material would still be following the original
true stress/strain curve, and the engineering stress/strain curve after
expansion can be calculated from Eq. 1.
Several observations can be made. First, prestraining of a
work-hardened material increased the YS if the material is loaded
in the same direction as that of the prestraining. Second, also the
UTS increased (see the blue open circles labeled UTS in Fig. 1),
although not as much as the YS. Finally, the uniform strain (i.e.,
the strain at which the UTS is reached) was reduced significantly
by the expansion process. For this notional material, the ultimate
strength coincides with the YS for expansions above some 10.7%.
This implies that for expanded pipe, there is (almost) no margin
between yield and rupture under a burst-loading scenario.
Pipe expansion also induces anisotropy, leading to higher YS
in circumferential tension, but much lower YS in circumferential
compression (the Bauschinger effect). In addition, the shape of the
stress/strain curve is altered when measuring in the axial or circumferential, or the tension or compression, directions. As a typical
example, consider in Table 1 results from special, research-quality
stress/strain tests where measurements have been performed in
tension or compression on samples oriented in the axial or the
circumferential direction, taken from an L80 pipe specimen before
and after 22% hydraulic expansion. The YS was taken as the stress
at 0.5% strain. Note that a specimen loaded in compression does
not show a maximum loading point; strictly speaking, the UTS is
not a material property, but just a feature of the tensile test.
Clearly, the YS and UTS in the circumferential (hoop) tensile
direction have increased after expansion. The YS in axial tension increased somewhat, while it increased significantly in axial

compression. Most important for collapse, however, is the strong


reduction in YS in circumferential compression, which was also
mentioned by Mack (2005).
There are more changes, as shown in Fig. 2. While the
stress/strain curves of the quenched and tempered material before
expansion are sharp kneed (Fig. 2a), after expansion, these have
become much more rounded (Fig. 2b), very significantly so for the
stress/strain-curve shape in circumferential compression. This, in
particular, has a strong impact on the external pressure resistance
of expanded tubulars.
For conventional OCTG, burst design is based on the calculation
of triaxial yield under axial load, bending, and internal overpressure (pi pe > 0). The pertaining formulas are found in the ISO/TR
10400:2007 document (2007). The yield calculation is based on the
Lam equations for thick-walled pipe, column-bending theory, and
the plasticity theory according to von Mises. Given the anisotropy
induced by the pipe expansion process, it may be necessary to use
an anisotropic yield criterion such as Hills (Hill 1948). In this paper,
however, the focus is on the external pressure resistance of expanded
well tubulars, and, therefore, no attempt has been made to fit the
observed data by an appropriate anisotropic plasticity model.
Expanded-L80 Collapse-Test Data
To develop understanding about the effect of expansion on collapse resistance and to demonstrate the approach taken to derive
the design collapse strength from expanded-pipe collapse-test
data that is entirely similar to that taken for regular OCTG (ISO/
TR 10400:2007 2007), a number of Grade-L80 pipes have been
expanded and tested under external pressure. The unexpanded
pipes from several manufacturers had various (outside) diameters
and weights, and they have been expanded to various expansion
ratios by pumping an expansion cone through them. Specimens
with lengths of at least eight times the diameter have been loaded
under external pressure at a qualified facility, using the industry
standard collapse-testing protocol.
The results are provided in Table 2. The inner-diameter expansion ranged from 12 to 22%. Because all the specimens constitute

TABLE 1YSs AND UTSs BEFORE AND AFTER EXPANSION (GRADE L80)
Before Expansion

Axial
Hoop

392

YS (ksi)

UTS (ksi)

After Expansion
YS (ksi)

UTS (ksi)
111

Tension

88

104

94

Compression

90

102

Tension

88

103

105

118

Compression

90

77

September 2010 SPE Drilling & Completion

110

140

120

Engineering Stress, ksi

Engineering Stress, ksi

100

90

Precompression hoop
80

Precompression axial
70

Pretension axial

100

80

Post-tension hoop
60

Post-compression axial

40

Post-tension axial

Pretension hoop
60
0.0%

0.5%

1.0%

1.5%

2.0%

Post-compression hoop

2.5%

3.0%

20
0.0%

Engineering Strain

(a)

0.5%

1.0%

1.5%

2.0%

2.5%

3.0%

Engineering Strain

(b)

Fig. 2Experimental stress/strain curves, (a) before expansion and (b) after expansion.

one material grade, only the most important variable is listed, that
is the diameter/thickness ratio (D/t) as measured after expansion.
The D/t values ranged from 14 to 43, and for each D/t value, there
were a number of samples tested.
Note that the last two data items in Table 2 are for J55 material
rather than L80. However, for this high value of D/t, the pipe is
collapsing in the elastic range where the influence of YS on collapse vanishes, thus allowing us to consider these data points to
be part of the expanded-L80 collapse-test data set.
Choice of Model To Fit the Data
The collapse strength of an expanded pipe under external overpressure and axial load is a function of the dimensions, the YS
in compression, the shape of the hoop compressive stress/strain
curve, the ovality, and the residual stresses. A convenient, theoretically rigorous formula for cross-sectional collapse of an expanded
tube that accounts for realistic imperfections does not currently
exist. The approach taken here combines theoretical, numerical,
and statistical tools. Whatever the model used to fit the data, for
probabilistic analyses, it is essential to account for the modeling
uncertainty in addition to including the scatter in variables such
as diameter, wall thickness, and YS. In this paper, the probabilistic
collapse strength Pc is taken as
P c =  X m pc ( D / t; k ) , . . . . . . . . . . . . . . . . . . . . . . . . . . . . (2)
where pc is the collapse prediction formula, k are parameters
chosen to make the model best fit the data, and Xm is the model

uncertainty factor. The model uncertainty factor Xm captures the


limitations of the idealized model when compared to actual collapse tests and is fully determined by that collapse-test data set.
The conversion factor  allows a further adjustment of the model
in case the data set that was used to calibrate the model is deemed
not to have sufficiently captured all possible actual situations (ISO
2394:1998 1998). The model uncertainty factor is defined as the
ratio of actual collapse-test pressure pt to predicted collapse pressure pc:
Xm =

pt
. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . (3)
pc

If the data analysis is limited to one particular material, one


pipe manufacturing process, and one expansion method, it may be
adequate to use, as Eq. 2 implies, a prediction model pc that is a
function of only one variable: the diameter-to-thickness ratio D/t.
The effect of other possible variables will then be captured through
the model uncertainty factor Xm.
In Eq. 2, not only Xm but also D/t is a random variable. Even
if the expansion process is kept constant, when a number of
nominally equal pipes are expanded to the same nominal expansion
ratio, the resulting D/t values will all be a little different. Measuring
expanded-pipe specimens for each combination of pipe and expansion process can quantify this scatter. For the ensemble of regular
unexpanded OCTG, the scatter of D/t averages to approximately
2.5% (ISO/TR 10400:2007 2007). For any particular product,
this scatter may be less (say, 1 to 2%), but its effect is important

TABLE 2EXAMPLE COLLAPSE DATA SET OF EXPANDED PIPE *


c

Pipe

ID Exp. (%)

D/t

P (psi)

Pipe

5 in. 23.2# L80

21.86

13.65

9,885

5 in. 23.2# L80

21.86

13.65

9,802

ID Exp. (%)

D/t

P (psi)

in. 29.7# L80

14.12

24.16

2,727

in. 29.7# L80

14.12

24.16

2,690

5 in. 23.2# L80

21.86

13.65

10,081

in. 29.7# L80

14.12

24.16

2,809

in. 17# L80

11.98

20.82

4,111

in. 29.7# L80

14.12

24.16

2,665

in. 17# L80

11.98

20.82

3,960

in. 29.7# L80

14.12

24.16

2,648

in. 17# L80

11.98

20.82

3,992

in. 29.7# L80

19.97

26.26

2,226

in. 17# L80

20.32

22.87

3.013

in. 29.7# L80

19.97

26.26

2,226

in. 17# L80

20.32

22.87

3,100

in. 29.7# L80

19.97

26.26

2,331

in. 17# L80

20.32

22.87

3,036

in. 29.7# L80

20.07

26.28

2,194

in. 17# L80

20.73

23.32

3,255

in. 29.7# L80

20.07

26.28

2,290

in. 17# L80

20.73

23.32

3,191

in. 29.7# L80

20.07

26.28

2,360

in. 17# L80

20.73

23.32

3,121

13

in. 54.5# J55

16.17

42.71

717

13

in. 54.5# J55

16.17

42.71

704

* Listing size, weight and grade of the unexpanded pipe, the inner diameter expansion, the expanded diameter-over-thickness ratio, and the measured collapse pressure.

September 2010 SPE Drilling & Completion

393

because collapse strength is very sensitive to D/t. Therefore, the


mean and standard deviation of the probabilistic collapse strength
Pc defined by Eq. 2 are determined by the statistical characterizations of both Xm and D/t.
In the following sections, the data regression method is outlined
briefly (more information can be found in Appendix A). The results
for three prediction models are described: the API 5C3 collapse
formulas (API BULL 5C3 1994), a simple power law in D/t, and
the KT equation (Klever and Tamano 2006) generalized to include
anisotropic yield behavior.
Data Regression. The collapse prediction model was calibrated to
the collapse-test data. For each test, the expanded-pipe D/t ratio
and the actual collapse pressure pt were measured (see Table 2),
the collapse pressure pc was predicted by the model, and a residual
e was calculated as
e j = ln X mj = ln ptj ln pcj , . . . . . . . . . . . . . . . . . . . . . . . . . . . (4)
where the subscript j indicates the particular test out of the total
of n available tests.
The model parameters k were determined through a leastsquares technique that minimizes
n

Q = e 2j , . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . (5)
j =1

thus completely defining the prediction model pc. For each test,
the model factor Xm j = pjt /pcj is then available andif we assume
that the residuals can be shown to be independent of D/tthese
n values can be used to calculate the mean Mm and the standard
deviation Sm of the model factor Xm over the test set, which are
estimators of the actual mean m and standard deviation m of Xm
that would characterize the underlying population of an infinite
number of tests.
API 5C3 Collapse Formulas. It may be informative to compare
the collapse data of expanded L80 pipe with the legacy API 5C3
collapse formulas (API BULL 5C3 1994). This API 5C3 bulletin
provides two sets of formulas, one set for average collapse strength
and one set for minimum collapse strength. The average-collapse
formulas comprise (1) a formula for initial yield; (2) regression
formulas through 402 collapse tests on K55, 1440 collapse tests
on N80, and 646 collapse tests on P110 seamless casing; and (3) a
formula for elastic collapse. The minimum-collapse formulas (four
in total) were aimed to represent the 0.5-percentile lower bound of
the data, calculated with a 95% condence level. Note, however,
that the API 5C3 minimum collapse formulas do not represent the
L80 EXP Data

5C3 Minimum

targeted 0.5 percentile very accurately for all D/t values (ISO/TR
10400:2007 2007).
Fig. 3 shows that the collapse strength of expanded L80 pipe as
listed in Table 2 was some 40% below that of regular unexpanded
L80 pipe, the collapse test data of which would be found scattered
around the red curve labeled 5C3 Average. In fact, this set of
expanded L80 pipe had an average collapse strength that was even
below the minimum collapse strength of regular L80 pipe. Only
for thin-walled pipes with D/t > 40 that collapse in the elastic
range was there not much difference between collapse strength of
expanded pipe or unexpanded pipe.
For information, the thin curves in Fig. 3 illustrate the isotropic KT collapse model with parameters as proposed in ISO/TR
10400:2007 (2007) or API TR 5C3 (2008) for cold rotary straightened L80 product (average: ky = kya = 0.9911, ke = 1.089, Ht =
0.1471; minimum: ky = kya = 0.855, ke = 0.825, Ht = 0.22). The
other model parameters valid for both the average-collapse and the
minimum-collapse predictions are y = 80 ksi, Hy = Hya = He = 0,
c = 1+t/D,  = 0.28, E = 30,000 ksi. Details about the KT model
and its parameters are provided in Appendix B.
An attempt has been made to calibrate the regression parameters of the API 5C3 average plastic-collapse formula to fit the data
for the intermediate values of expanded D/t in the data set, and to
adjust the yield stress in the API 5C3 yield collapse formula to fit
the low D/t data points. However, the fit was poor, and the resulting formula did not intersect with the elastic collapse formula. The
API 5C3 collapse formulas, even with adapted plastic-collapse
parameters and reduced YS, were found not suitable for matching
this set of expanded-pipe collapse data.
Simple Power-Law Formula. There is a wealth of knowledge
about collapse resistance of regular OCTG (Kyriakides and Yeh
1985; Ju et al. 1998; Kyriakides and Corona 2007; Klever and
Tamano 2006), and it is known that collapse strength is a function of D/t. Thin-walled pipes collapse in the elastic range where
the collapse pressure is cubic in t/D. Thick-walled pipes fail in
the plastic collapse range or in the yield-collapse range where the
collapse pressure approaches a linear function in t/D. Therefore, a
simple power function in D/t may be capable of capturing much
of the structure in the collapse data.
Defining the power-law collapse prediction model as
b
D
c
p ( D / t; a, b ) = a , or equivalently,
t
D
ln pc = ln a + b ln , . . . . . . . . . . . . . . . . . . . . . . . . . . . . . (6)
t
the best fit through the data occurred for
KT Minimum

5C3 Average

KT Average

6,000
5,000

P c, psi

4,000
3,000
2,000
1,000

12

15

18

21

24

27

30

33

36

39

42

45

D/t
Fig. 3Collapse tests of expanded L80 pipe shown with the predictions of average collapse and minimum collapse for regular L80 pipe according to either API BULL 5C3 (1994) or the KT-model fit for regular unexpanded L80 as proposed in ISO/TR
10400:2007 (2007).
394

September 2010 SPE Drilling & Completion

ln a = 15.28
, . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . (7)
b = 2.310
with a coefficient of determination R2 = 0.996. With these parameters, the model uncertainty factor Xm has a mean Mm = 1.001 and
a standard deviation Sm = 4.0%. Eq. 6 is illustrated in Fig. 4.
For this data set, the simple power-law model in D/t worked
well. However, this model may show its limitations for a data set
with a larger range of D/t values because the physics of collapse
suggest that the power coefficient b is not a constant parameter, but
is dependent on D/t. Another drawback is that this model cannot
be generalized to include the effect of combined loading on collapse. It may, therefore, be better to use a model that captures the
fundamentals of collapse (also under combined loading) and yet
is flexible enough to fit through a database of collapse pressures
of expanded pipe.
KT Collapse Formula. The KT collapse model (Klever and
Tamano 2006) was found to be a better predictor of collapse
strength of regular unexpanded OCTG than many other formulas
available in the literature (ISO/TR 10400:2007 2007; API TR 5C3
2008). The model is based on a through-wall yield model for
thick-walled pipe and an elastic collapse model for thin-walled
pipe, both formulated in terms of combined loads. Imperfections
are accounted for through decrement functions Hy a and Hy in the
yield range and He in the elastic range. Bias factors kya, ky , and
ke are included as parameters to t the model to actual data. For
any intermediate value of D/t the KT model provides a quadratic
transition between yield collapse and elastic collapse, involving a
separate decrement function Ht to account for the effect of imperfections in the transition range. In this paper, a modied version of
the KT model is used that incorporates anisotropic yield behavior.
In Appendix B, the equations of this anisotropic version of the KT
model are presented.
ISO 10400/API 5C3 used a simple version of the full KT
equation, proposing a best fit through collapse data of regular
unexpanded OCTG with the following parameters:
k y = k y a = 0.9911
H t = 0.127 ov + 0.0039 ec 0.44

rs
+ sh , . . . . . . . . . . . . . . (8)
y

ke = 1.089
where ov is the ovality, ec is the eccentricity, rs is the residual
stress, and sh is a parameter characterizing the stress/strain-curve
shape. On the basis of statistics of ovality, eccentricity, and residual
stress, the parameter Ht takes on average values between 0.1 and
0.15, and higher for materials with a rounded stress/strain curve. In

ISO 10400, the other model parameters were taken as Hy = Hya =


He = 0, c = 1+t/D,  = 0.28, and E = 30,000 ksi.
The effect of stress/strain-curve shape can be very significant
(Kyriakides and Yeh 1985; Ju et al. 1998; Kyriakides and Corona
2007). In the KT model, this has been incorporated by allocating
a numerical value to a parameter sh, with sh > 0 reducing collapse
strength and sh < 0 increasing it. The magnitude of sh for a given
type of stress/strain curve may be determined by numerical analyses and/or tests. Hot rotary-straightened quenched and tempered
OCTG will have a sharp-kneed stress/strain curve such as Curve A
in Fig. 5. In that case, sh = 0. Pipes after expansion will generally
show a rounded stress/strain curve (in circumferential compression) such as Curve B in Fig. 5. Finally, many OCTG materials
are work hardening, with their strength upon plastic deformation
increasing above the initial YS (Curve C in Fig. 5).
Thin pipes collapse in the elastic range at low strains. This
failure mode is determined by the Youngs modulus, and, therefore,
high-D/t tubulars of material type A, B, or C will have very similar
collapse strengths. The elastic decrement function He would be a
weak function of sh.
Very thick pipes will fail in yield collapse at high compressive
hoop strains, and in that case, there is little difference in collapse
strength between pipes exhibiting stress/strain Curves A or B.
However, if the material shows significant work hardening, such
as in Curve C in Fig. 5, the yield collapse strength of very thick
pipes will actually be higher than for sharp-kneed materials. In the
current KT collapse model, however, the yield collapse strength
is limited to the through-wall yield pressure of a material with
stress/strain Curve A.
Pipes with intermediate D/t values will collapse at intermediate strain levels and will thus become particularly sensitive to the
curvature of the stress/strain curve. If the proportional limit p of
the material is lower than the YS y (defined as the stress reached
at 0.5% total strain), the stiffness above the proportional stress
decreases below the Youngs modulus (Curve B in Fig. 5), and this,
in turn, decreases the collapse strength for pipes in the transition
collapse range, quite possibly reducing the collapse strength of
pipes with intermediate D/t values by up to dozens of percent. This
may be modeled by taking Ht as a linear function in sh.
For this specific expanded-pipe product and the limited data set
in Table 2, no attempt has been made to model the effect of ovality, eccentricity, or residual stress explicitly, so the anisotropic KT
model has been calibrated to the data, tuning either one parameter
(Ht), two parameters (ky and Ht), or three parameters (ky, Ht, and
ke). In this case, with ky and ke already available for the calibration, Hy and He can be taken as zero without loss of generality.
For expanded pipe, compared to regular unexpanded OCTG, particularly the YS and the stress/strain-curve shape in circumferential
compression are different, and, therefore, the KT model may be

10

y=2.3102x+15.276
R2=0.9961

ln(P c)

5
2.50

2.75

3.00

3.25

3.50

3.75

4.00

ln(D/t)
Fig. 4Linear regression of the logarithm of collapse pressure on the logarithm of D/t after expansion.
September 2010 SPE Drilling & Completion

395

100
C

True Stress, ksi

80

A
B

60

40

20

0
0.0%

0.5%

1.0%

1.5%

Strain
Fig. 5Notional stress/strain curves; sharp-kneed (A), rounded (B), and work-hardening (C), all with similar YSs.

fitted adequately to a collapse-test data set of expanded pipe by


optimizing in particular the two parameters ky and Ht. The axial
YS bias is taken as kya = 1.094 and Hya = 0.
The result of the data modeling is that the tests in Table 2 are
best fit with ky = 7.523, Ht = 24.241, and ke = 1.259, leading to
a mean Mm of Xm of 1.0006 and a standard deviation Sm of Xm of
3.60%. This is called the three-parameter KT model. Alternatively,
the factor ke could have been taken as 1.089, as valid for regular
unexpanded OCTG, seeking only ky and Ht to fit the data (i.e., the
two-parameter KT model). In that case, we find ky = 3.061 and
Ht = 6.839, resulting in Mm = 1.0013 and Sm = 3.64%. In both
cases, the coefficient of determination R2 = 0.997. The difference
in model uncertainty between these two choices is negligible, and
therefore, the simplest choice to fit these data is using the twoparameter KT model:
k y = 3.061
H t = 6.839

. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . (9)

Note that the KT model provided an even better fit to this data set
than the power-law formula (Sm is 3.6% for KT vs. 4.0% for power
law). Finally, if the factors ky and ke were to have been taken as
0.9911 and 1.089, respectively, as valid for regular unexpanded
OCTG, seeking only Ht to fit the data, Ht is found as 1.464. However, while R2 = 0.988, the model uncertainty for this one-parameter
KT model is very large (Mm = 1.0045 and Sm = 7.1%).

L80 EXP Data

The red curve in Fig. 6 shows the median fit through the data
by the two-parameter or the three-parameter KT model (the one is
practically indistinguishable from the other). As further explained
in Appendix C, this n median has been calculated with 95%
confidence while accounting for the effect that the mean and
dispersion of Xm are estimated using only a limited data set of
25 observations. For this case, using Table 3, the n median is
(1 0.3422 3.64%/1.0013) = 98.8% of Mm.
The residuals, defined in Eq. 4, have been analyzed a bit further.
Fig. 7 illustrates that the residuals for the three-parameter KT
model show no trend with D/t, and this means that all tests can be
lumped together to determine the standard deviation of the model
factor Xm. In other words, the model uncertainty is not a function of
D/t. A similar plot for the two-parameter KT model showed a very
slight upward trend with D/t, while the one-parameter KT model
performed rather poorly, with a strongly downward and nonlinear
trend with D/t. For the subsequent statistical characterization of the
probabilistic collapse strength, it is easiest if the model uncertainty
is uniform, but if Xm shows a significant trend in D/t, either the
prediction formula needs to be adjusted or the model uncertainty
needs to be modeled as a function of D/t.
In Fig. 8, the residuals for the two-parameter KT model have
been plotted on Normal probability paper to investigate if Xm
can be characterized as a Normal distributed random variable. The
data points seem to follow the trend sufficiently well, and thus, Xm
has been taken as a Normal variable. In other situations, it may be

Power Law Model (n-median)

KT Model (n-median)

12,000

P c, psi

10,000
8,000
6,000
4,000
2,000

12

15

18

21

24

27

30

33

36

39

42

45

D/t
Fig. 6Median model fit with the power-law model and the KT model, as a function of actual expanded D/t.
396

September 2010 SPE Drilling & Completion

TABLE 3F FACTOR VALUES FOR THE MEDIAN 50% AT 95% CONFIDENCE


n

4.4645

11

0.5465

20

0.3866

32

0.2997

65

0.2070

120

0.1513

210

0.1140

1.6859

12

0.5184

21

0.3764

34

0.2902

70

0.1993

130

0.1453

220

0.1114

1.1767

13

0.4943

22

0.3669

36

0.2816

75

0.1923

140

0.1399

230

0.1089

0.9534

14

0.4733

23

0.3580

38

0.2737

80

0.1861

150

0.1351

240

0.1066

0.8226

15

0.4548

24

0.3498

40

0.2664

85

0.1804

160

0.1308

250

0.1044

0.7345

16

0.4383

25

0.3422

45

0.2505

90

0.1752

170

0.1268

300

0.0953

0.6698

17

0.4234

26

0.3350

50

0.2371

95

0.1704

180

0.1232

500

0.0737

0.6198

18

0.4100

28

0.3219

55

0.2257

100

0.1660

190

0.1199

1000

0.0521

10

0.5797

19

0.3978

30

0.3102

60

0.2157

110

0.1582

200

0.1169

Infinite

0.0000

0.2

y=3E-05x0.0006
R2=3E-05

Residual ej

0.1

0.0

0.1

0.2
10

15

20

25

30

35

40

45

D/t
Fig. 7Residuals show no trend with D/t.

found that Xm is best characterized differently (e.g., as a Lognormal


or a Weibull distributed variable).
Uncertainty of the Expanded Diameter and Thickness. Next to
Xm, the other random variable in Eq. 2 is D/t in the expanded state.
This may be analyzed with respect to a nominal expanded diameter
and wall thickness by dening a random variable XD/t as follows:

On the basis of the assumption that (1) the nominal expanded


inside diameter is equal to the diameter Dcone of the expansion cone
and (2) the expansion is performed under an axially fixed scenario
such that the steel cross-sectional area of the pipe does not change
during expansion, the nominal expanded dimensions are taken as
2
Dnom = Dcone
+ D02 ( D0 2t0 )

D
D
= X D / t nom . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . (10)
t
tnom

tnom =

1
( Dnom Dcone )
2

, . . . . . . . . . . . . . . . . . . . . (11)

0.2

y=0.0364x+0.0008
R2=0.9711

Residual ej

0.1

0.0

0.1

0.2
3

Standard Variate s
Fig. 8Residuals on Normal probability paper.
September 2010 SPE Drilling & Completion

397

where D0 and t0 are the unexpanded outside diameter and wall


thickness, respectively.
The statistical characterization of XD/t in terms of its mean MD/t
and standard deviation SD/t can be determined by measuring a series
of actually realized D/t values for each particular combination of
pipe size, weight, grade, and expansion process. In general, both
the inner and outer diameters of the expanded tubular will be
slightly larger than the nominal values defined by Eq. 11. If the
pipe is allowed to feed in axially into the expansion zone (which is
usually the case), the resulting expanded pipe wall will be thicker
than given by Eq. 11, leading to a D/t that is slightly smaller than
nominal. This, however, is not a conservative approach. If the pipe
in the well gets axially stuck during expansion and if overexpansion is still achieved such that the inner diameter of the expanded
pipe is larger than the cone diameter, then the resulting D/t would
be slightly larger than nominal. Therefore, MD/t should be taken
close to unity (e.g., MD/t = 0.995).
For the ensemble of regular unexpanded OCTG, the scatter of
D/t averages to approximately 2.5% (ISO/TR 10400:2007 2007).
For any particular expandable-tubular product, the measured scatter of SD/t may be less (say, 1 to 2%), but its effect is important
because collapse strength is very sensitive to D/t. In this paper, the
dispersion of D/t is taken as SD/t = 1.8%.
Characterization of the Probabilistic Collapse Strength. Using
Eq. 10, the probabilistic collapse strength Pc dened by Eq. 2 can
now be written as a function of the nominal expanded dimensions:
P c = X m pc ( X D / t ; Dnom / tnom ; k ), . . . . . . . . . . . . . . . . . . . . (12)
where pc is given by KT Eq. B-4. The mean M and standard deviation S of Pc are determined by the means and standard deviations
of Xm and XD/t. One can apply numerical methods such as First
Order Reliability Method (FORM) or Monte Carlo simulation to
calculate M and S, but, alternatively, these may be estimated as
follows.
To first order, the mean M of Pc follows simply from using the
means of Xm and XD/t in Eq. 12. Recognizing that the calibrated
KT model behaves essentially like a power-law function in D/t
(see Eq. 6 and Fig. 6), it can be shown (see Appendix A) that the
mean and the coefficient of variation (COV) of Pc to first order,
for independent Xm and XD/t, are
M = M m M Db / t pc ( Dnom / tnom ; k )
, . . . . . . . . . . . . . . . . (13)
S
COVPc =
= COVX2m + b 2COVX2D / t
M
where COV is standard deviation over mean. On the basis of the
preceding data analysis and deliberations, Mm = 1.001, COVXm =
3.6%, MD/t = 0.995, COVX D / t = 1.8%, and b = 2.31, leading to
M = 1.013 pc ( Dnom / tnom ; k )
. . . . . . . . . . . . . . . . . . . . (14)
S
COVPc =
= 5.5%
M
Note that the model factor COV for regular OCTG, spanning a
range of different API products and manufacturers, was found as
6.8% (ISO/TR 10400:2007 2007; API TR 5C3 2008), so the 3.6%
found for this small set of L80 product is, indeed, very low. For
a larger set of commercial expandable-pipe products, the model
factor COV is probably somewhat higher (say, 4 to 4.5%).
Finally, for Eq. 12, it was assumed that the test data are complete
enough to cover all possibilities of pipe manufactured under a given
manufacturing specification (i.e.,  = 1), thus completely defining
the probabilistic model. Note, however, that this calibrated model
is valid only for the combination of particular material and expansion method for which collapse tests were available. For a different
expandable grade and associated set of collapse tests, the calibration
procedure should be repeated and will result in a different set of
best-fit parameters for the KT collapse-strength equation.
398

Expandable-Tubulars Design Collapse Strength


In the preceding section, the anisotropic KT model has been calibrated
to an example collapse data set of 25 expanded L80 pipes. For design
purposes, however, the average collapse strength (matching actual
test data) is not what is needed, but the lower-bound design collapse
strength that represents the 0.5 percentile of the collapse-strength
probability distribution. Historically, the API 5C3 minimum collapse
equations that are used in casing and tubing design practices (and
listed in tables and handbooks) represent collapse resistance values
that are between 75 and 80% of the average collapse strength. In
this section, a procedure is presented for deriving the design collapse
strength for a particular expanded-pipe product.
For the current data set of Table 2, the parameters of the KT
model were kept at the values matching regular unexpanded-L80
collapse strength, except for three parameters: kya, ky , and Ht.
Assuming the mean axial YS bias kya = 1.094, the data were modeled by increasing Ht from 0.10.15 for regular OCTG to 6.839
and by increasing ky from 0.9911 to 3.061. The other parameters
were kept at y = 80 ksi, ke = 1.089, He = Hy = Hya = 0, c = 1+t/D,
 = 0.28, and E = 30,000 ksi. The probabilistic collapse strength
given in Eq. 12 may then be written as
P c = X m pc( X D / t ; Dnom /tnom ; k y a = 1.094, k y = 3.061, H t = 6.839),
. . . . . . . . . . . . . . . . . . . . . . . (15)
c

where p is given by Eq. B-4 and where both Xm and XD/t are random
variables. The data regression provided the mean and the standard
deviation of the model uncertainty Xm, denoted by Mm and Sm,
respectively. With additional knowledge about the scatter in D/t
for a nominally constant expansion process, the overall mean M
and standard deviation S of the probabilistic collapse strength Pc
can then be calculated from Eq. 15 (e.g., by FORM or by using
a first-order approximation such as Eq. 13). Given the statistical
distribution of Pc, the design collapse strength, as per ISO 10400
and API 5C3, is defined as the 0.5-percentile of the strength distribution, calculated with 95% confidence.
Fig. 9 shows an example of a situation where the collapse
strength Pc is Normal distributed and the COV (standard deviation
over mean) is taken as 7%. The 0.5 percentile design strength
is then 1 2.5758 7% = 82% of the mean strength, and only
0.5% of the pipes (on average) may be expected not to meet that
design strength.
If the mean and standard deviation of the collapse-strength
distribution (assumed Normal) were to be known exactly as  and
, respectively, the design collapse strength is

c
=  K p  , . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . (16)
Pdes

where, for a target reliability level (TRL) of 0.5%, Kp = 2.5758 (the


inverse of the standard Normal distribution at 99.5%).
However, it is important to realize that the data set that is used
to calibrate the model is, in general, of a limited size. Therefore, the
mean M and standard deviation S found using a finite data set are
only estimates of the mean  and standard deviation  that would
characterize an infinite population of pipes manufactured, expanded,
and collapse tested to the same specification. Nonetheless, from the
procedure described previously, M and S are available, while  and
 are unknown, and thus the design collapse strength is taken as
c
= M F S . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . (17)
Pdes

The factor F is chosen such that there is a large probability (Pr) of


95% that the design strength M F S calculated from the mean M
and standard deviation S of the limited data set of n collapse tests
is not higher (higher would be unconservative) than the true design
strength  Kp . This requirement can be stated as

Pr M F S  K p  = , . . . . . . . . . . . . . . . . . . . . . . . (18)
where the confidence level is taken as 95%. In other words, there
is allowed a 5% probability that the design strength calculated by
Eq. 17 is not conservative.
September 2010 SPE Drilling & Completion

6
/ =7%
Kp= 1 (0.5%)=2.5758
x 0.5%=1K p * /

PDF

4
3
0.5-percentile
2
1
0
0.6

0.7

0.8

0.9

1.0

1.1

1.2

1.3

1.4

x=value/
Fig. 9Normal distribution (mean , standard deviation ) and 0.5 percentile for an assumed standard deviation over mean of 7%.

F factor

TRL=0.5%
3
F inf.=2.5758
2

1
TRL=50%
0
0

10

15

20

25

30

35

40

45

50

Data Set Size n


Fig. 10F factor for TRLs of 50% and 0.5% at 95% confidence as a function of data-set size.

Eq. 18 can be worked out further (see Appendix C for more


details), and the result is that the factor F depends on the data-set
size n. Fig. 10 shows F as a function of n, for both the median
strength TRL of 50% and the design strength TRL of 0.5%.
Tables 3 and 4 provide an extensive set of numerical results. Note
that such a table for F has to be calculated only once because F
depends, for any given Kp and , only on n. For large values of
n, F approaches Kp.
It is convenient to write Eq. 17 in terms of the design strength
ratio (DSR) as

DSR =

c
Pdes
S
= 1 F = 1 F COVPc , . . . . . . . . . . . . . (19)
M
M

which describes the ratio of design collapse strength to average


collapse strength in terms of F and the COV of the probabilistic collapse strength. Table 5 gives some typical values for this ratio.
For example, if the COV of Pc is 6% based on a data-set size of 25,
the DSR is 1 (3.4783 6%) = 79.1%. If the model uncertainty factor
Xm is independent of D/t (which it is, for this KT model Eq. 15) and if
also the uncertainty of expanded-pipe D/t acts as a uniform multiplier

TABLE 4F FACTOR VALUES FOR THE CHARACTERISTIC 0.5% AT 95% CONFIDENCE


n

41.072

11

4.2373

20

3.6280

11.628

12

4.1220

21

3.5927

32

3.3431

65

34

3.3139

70

7.7482

13

4.0258

22

3.5604

36

3.2876

6.3132

14

3.9441

23

5.5655

15

3.8737

24

3.5308

38

3.5035

40

5.1034

16

3.8123

25

3.4783

4.7873

17

3.7582

26

4.5559

18

3.7101

10

4.3784

19

3.6669

September 2010 SPE Drilling & Completion

3.0724

120

2.9249

210

2.8321

3.0512

130

2.9096

220

2.8257

75

3.0324

140

2.8961

230

2.8197

3.2637

80

3.0157

150

2.8841

240

2.8142

3.2420

85

3.0005

160

2.8733

250

2.8090

45

3.1952

90

2.9868

170

2.8635

300

2.7872

3.4549

50

3.1566

95

2.9743

180

2.8546

500

2.7369

28

3.4128

55

3.1242

100

2.9628

190

2.8465

1000

2.6880

30

3.3758

60

3.0964

110

2.9425

200

2.8390

Infinite

2.5758

399

TABLE 5EFFECT OF THE COLLAPSE DATA -SET SIZE AND THE PROBABILISTIC
COLLAPSE-STRENGTH DISPERSION (COV) ON THE DSR*
Standard Deviation / Mean of P

No. Tests

5%
Pdes /Pav (%)

6%
Pdes /Pav (%)

7%
Pdes /Pav (%)

8%
Pdes /Pav (%)

25

3.4783

82.6

79.1

75.7

72.2

50

3.1566

84.2

81.1

77.9

74.7

75

3.0324

84.8

81.8

78.8

75.7

100

2.9628

85.2

82.2

79.3

76.3

150

2.8841

85.6

82.7

79.8

76.9

200

2.8390

85.8

83.0

80.1

77.3

* Design collapse strength Pdes over average collapse strength Pav.

function of XD/t to collapse strength (which it does for this KT model


with power-law-like behavior in D/t such as Eq. 6), the design collapse
strength is simply a fixed ratio of the average collapse strength. Therefore, both the average collapse strength and the design collapse strength
can be described with the same KT formula as a function of Dnom /tnom,
the only difference being a multiplication factor: the DSR.
Alternatively, the design-collapse-strength equation can be formulated in terms of adjusted parameters ky and ke. Instead of multiplying
the calibrated KT equation as a whole with the DSR, the exact same
result is obtained by multiplying both ky and ke with the DSR.
Synopsis. The 25 collapse tests of L80 grade expanded pipes given
in Table 2 were modeled by the anisotropic KT Eq. B-4 with y =
80 ksi, ky = 3.061, kya = 1.094, Ht = 6.839, ke = 1.089, He = Hy =
Hya = 0, c = 1+t/D,  = 0.28, and E = 30,000 ksi. With these
parameters, the model uncertainty factor Xm had a mean Mm of
1.001 and a standard deviation Sm of 3.6%. The standard deviation
S of the probabilistic collapse strength Pc is determined by the
standard deviations of both Xm and XD/t. The mean and dispersion
of actual expanded D/t for any given nominal expanded Dnom /tnom
were estimated as MD/t = 0.995 and SD/t = 1.8%. Approximating
the statistical calculation of M and S by using Eq. 13, this led to a
probabilistic collapse strength Pc for expanded L80 pipe with mean
M = 1.013 pc and dispersion S/M = 5.5%, where pc is the KT Eq.
B-4 as a function of the nominal expanded dimension Dnom/tnom.
Using Eq. 19, the design collapse strength (TRL = 0.5%) is
given by KT Eq. B-4, with ky and ke taken as
DSR = 1 ( 3.4783 5.5%) = 0.8087
k y des = 3.061 1.013 DSR = 2.508 , . . . . . . . . . . . . . . . . . (20)
ke des = 1.089 1.013 DSR = 0.892

using Table 4 to find F = 3.4783 for a TRL of 0.5% and n = 25.


As discussed in the next section, ky a des = 1.0.
Similarly, the median collapse strength (TRL = 50%) is given
by KT Eq. B-4 with ky and ke taken as
MSR = 1 ( 0.3422 5.5%) = 0.9812
k y med = 3.061 1.013 MSR = 3.042 , . . . . . . . . . . . . . . . . (21)
ke med = 1.089 1.013 MSR = 1.082
using Table 3 to find F = 0.3422 for a TRL of 50% and n = 25.
As discussed in the next section, ky a med = 1.094.
Both the median-collapse-strength curve and the design-collapse-strength curve as a function of the nominal expanded dimension Dnom/tnom are shown in Fig. 11.
Collapse Strength Under Combined Loads
The KT model is based on elastic collapse instability for thinwalled pipes and 3D through-wall yield collapse for thick-walled
pipes. These two mechanisms are formulated in terms of combined
loads, thus accounting for the effect of axial load and internal
pressure on the external pressure at collapse. The model has been
calibrated to the collapse tests of Table 2 that are performed applying only external pressure. The extension to combined loading is,
therefore, purely based on theoretical concepts. Although this same
limitation is true for collapse of regular OCTG (API BULL 5C3
1994; ISO/TR 10400:2007 2007; API TR 5C3 2008), it would be
very valuable to further calibrate the model on collapse tests of
expanded pipe under combined loading if these tests became available. The expansion process induces significant anisotropy, and the
formulation of yield collapse in Appendix B allows defining different YSs in the axial and circumferential directions. This is essential
for obtaining realistic model behavior under combined loads.

KT median strength (n)

KT design strength (n)

6,000

p c, psi

5,000
4,000
3,000
2,000
1,000

12

15

18

21

24

27

30

33

36

39

42

45

Nominal Expanded D/t


Fig. 11Median KT model fit through the data, and 0.5-percentile design collapse strength, as a function of nominal expanded
D/t. Both curves are calculated with 95% confidence, for a COV of collapse strength of 5.5% based on 25 expanded-L80 tests.
400

September 2010 SPE Drilling & Completion

KT median strength (n)

KT design strength (n)

YS at ID

YS through-wall

0.00

Pressure (pi pe )/pey

0.25
0.50
0.75
1.00
1.25
Pi=0
1.50
1.25

1.00

Nominal Expanded D/t=21


0.75

0.50

0.25

0.00

0.25

0.50

0.75

1.00

1.25

Axial Stress SIGa/YS


Fig. 12Median collapse strength and design collapse strength under combined loads, based on 25 expanded-L80 tests. The
axial stress is scaled with YS = 80 ksi, and the pressure differential is scaled with the external pressure Pey to reach YS at the
pipe inside diameter.

Using the KT equations in Appendix B, the collapse strength


fit of expanded L80 pipe has been generalized for combined loading. This required setting values for the axial YS bias kya in Eq.
B-2 for both the median collapse strength and the design collapse
strength. Tubular expansion may lead to a small increase in YS
in the axial direction (see Table 1), but given the lack of extensive expanded yield data, the median axial YS was set at kya med =
1.094. Assuming that the 0.5 percentile of axial YS is 80 ksi, the
lower-bound design strength value of axial YS was taken as kya des =
1.0. The resulting collapse strength curves are shown in Fig. 12
for Dnom /tnom = 21.
A possible improvement of the KT model may be to replace the
yield collapse mechanism of the KT model by a through-wall yield
pressure that follows from a full anisotropic yield criterion such as
Hills (Hill 1948). Even further, because the expanded material has
a very rounded stress/strain curve in circumferential compression
with a very low proportional limit, it would seem best to replace
the through-wall yield collapse mechanism by a true, elastic/plastic
collapse instability formulation that takes anisotropic yielding and
work hardening of the material into account. Those enhancements,
however, fall outside the scope of the current paper.
Conclusions
Radial expansion significantly alters the material strength properties of well tubulars. It also induces material anisotropy.
Particularly relevant for the collapse resistance, expansion leads
to a much reduced YS and a rounded stress/strain curve in circumferential compression. This reduces the collapse strength of
pipes with intermediate expanded D/t values by up to dozens of
percent compared to unexpanded pipes of that same D/t.
An example set of 25 collapse tests on expanded pipes of L80
material was provided, comprising several sizes and weights,
inside-diameter expansions from 12 to 22%, and expanded
diameter-to-thickness ratios from 14 to 43.
The historical API 5C3 collapse formulas, even with adapted
plastic-collapse parameters and reduced YS, were found not suitable for matching this set of expanded-pipe collapse data.
A simple power-law formula captured the structure in this data set
well, but this model does not provide a means to account for the
effect of internal pressure and axial load on collapse strength.
The anisotropic version of the KT collapse equation, presented
in this paper, was capable of modeling the expanded collapse
data set very well by calibrating two of its parameters (ky and
Ht), given a value for the axial YS bias factor kya. The theoretical
basis of the KT model incorporates the effect of combined loads
on collapse strength.
September 2010 SPE Drilling & Completion

A method has been presented to (1) calibrate the anisotropic


KT collapse model to a set of collapse tests of expanded pipes
and (2) derive a down-rating factor (the DSR) to calculate the
lower-bound design collapse strength from the calibrated average
collapse strength.
The model has been calibrated to standard collapse tests that are
performed applying only external pressure.
For a different expandable-material grade and/or expansion
process with an associated set of collapse tests, the calibration
procedure should be repeated and will result in a different set of
best-fit parameters for the KT collapse-strength equation.
A particular combination of pipe size, weight, grade, and expansion process leads to an expanded pipe with particular nominal
expanded dimensions. In developing a design collapse-strength
curve as a function of nominal expanded diameter-to-thickness
ratio, it is important to account not only for the model uncertainty
but also for the scatter of the actual expanded diameter-to-thickness data that are realized for that nominal pipe and expansion
combination.
The design collapse strength for expanded pipes was defined as
the 0.5 percentile of the probabilistic collapse-strength distribution calculated with a 95% confidence from a collapse data set of
finite size n. This approach for expanded pipe is entirely consistent with the approach taken for regular unexpanded OCTG.
Nomenclature
a = parameter in the power-law formula, Eq. 6
Ai = cross-sectional area of the inner perimeter of the pipe
Ae = cross-sectional area of the outer perimeter of the pipe
b = parameter in the power-law formula, Eq. 6
c = parameter in the elastic collapse equation (Eq. B-1)
Cov = covariance
COV = coefcient of variation, standard deviation over mean
D = expanded-pipe outside diameter
D0 = unexpanded-pipe outside diameter
Dcone = outside diameter of the expansion cone
Dnom = nominal expanded-pipe outside diameter
e = residual
ec = (tmax tmin)/tav = eccentricity, in %, for use in Eq. 8
E = Youngs modulus
E
= factored Youngs modulus, Eq. B-1
E( ) = expectation
F = data-set size factor
Fa = 2 Rta = axial load
401

Feff
He
Ht
Hy
Hya
ke
ky
kya
Kp
M
MD/t
Mm
n
ov
pc
pe
pec
pi
pt
Pc
rs
R
R2
s
sh
S
SD/t
Sm
t
t0
tnom
Var
XD/t
Xi
Xm
eng

p
pc
pec
pyc






12

eng
true
y
p

y

ya
402

2 Rta eff = effective axial load, Eq. B-2


decrement function for elastic collapse, Eq, B-1
decrement function in transition region, Eq. B-3
decrement function for yield collapse (circumferential
direction), Eq. B-2
= decrement function for yield collapse (axial direction),
Eq. B-2
= bias factor for elastic collapse, Eq. B-1
= bias factor for yield collapse (circumferential direction),
Eq. B-2
= bias factor for yield collapse (axial direction), Eq. B-2
= factor in Eqs. 16 and 18, depending on TRL
= mean of probabilistic collapse strength, based on limited
data-set size
= mean of XD/t, based on limited data-set size
= mean of Xm, based on limited data-set size
= data-set size
= (Dmax Dmin)/Dav = ovality, in %, for use in Eq. 8
= collapse prediction model
= external pressure
= external pressure at collapse
= internal pressure
= collapse test pressure
= probabilistic collapse model including model uncertainty
= res/y = residual stress over yield stress (compression at
the inside diameter is negative)
= (D t)/2 = pipe midwall radius
= coefcient of determination
= standard normal variate, Eq. A-5
= parameter characterizing stress/strain-curve shape
= standard deviation of probabilistic collapse strength, based
on limited data-set size
= standard deviation of XD/t, based on limited data-set size
= standard deviation of Xm, based on limited data-set size
= expanded-pipe wall thickness
= unexpanded-pipe wall thickness
= nominal expanded-pipe wall thickness
= variance, standard deviation squared
= actual over nominal expanded diameter over thickness
Eq. 10
= random variables
= model uncertainty, actual over predicted strength, Eq. 3
= l / l0 = uniaxial engineering strain
= N(0,1) = standard normal distribution
= pe pi = pressure differential
= collapse pressure differential, Eq. B-3
= elastic collapse pressure differential, Eq. B-1
= yield collapse pressure differential, Eq. B-2
= condence level
= conversion factor, to adjust the strength model if the calibration tests do not represent the actual situation
= mean of probabilistic collapse strength (innite population)
= Poissons ratio
= t/(2 R) = characteristic pipe geometry parameter
= correlation coefcient between X1 and X2
= standard deviation of probabilistic collapse strength (innite population)
= uniaxial engineering stress, load over original crosssectional area
= true (Cauchy stress), load over current cross-sectional area
= yield stress
= proportional limit stress
= factored yield stress (circumferential direction), Eq. B-2
= factored yield stress (axial direction), Eq. B-2
=
=
=
=

Acknowledgments
The author wishes to thank Shell International Exploration and
Production for supporting the release of this work.
References
Ang, A.H-S. and Tang, W.H. 1975. Probability Concepts in Engineering
Planning and Design: Basic Principles, Vol. 1. New York: John Wiley
& Sons.
API BULL 5C3, Formulas and Calculations for Casing, Tubing, Drill Pipe
and Line Pipe Properties, sixth edition. 1994. Washington, DC: API.
API TR 5C3, Technical Report on Equations and Calculations for Casing,
Tubing, and Line Pipe Used as Casing or Tubing; and Performance
Properties Tables for Casing and Tubing, first edition. 2008. Washington, DC: API.
Brown, B.W., Lovato, J.L., and Russell, K. 2003. CDFLIB90: Library of
Routines for Cumulative Distribution Functions Inverses, and Other
Parameters (translation of DCDFLIB software into Fortran 95 with
improvements). Houston, Texas: Division of Quantitative Sciences
Department of Biostatistics, The University of Texas MD Anderson
Cancer Center.
Hill, R. 1948. A Theory of the Yielding and Plastic Flow of Anisotropic
Metals. Proc. R. Soc. Lond. A 193 (1033): 281297. doi: 10.1098/
rspa.1948.0045.
ISO 16708:2006, Petroleum and natural gas industriesPipeline transportation systemsReliability-based limit state methods. 2006. Geneva,
Switzerland: ISO.
ISO 2394:1998, General principles on reliability for structures, third edition. 1998. Geneva, Switzerland: ISO.
ISO/TR 10400:2007, Petroleum and Natural Gas IndustriesEquations and
calculations for the properties of casing, tubing, drill pipe and line pipe
used as casing or tubing, edition 1. 2007. Geneva, Switzerland: ISO.
Ju, G.T., Power, T.L., and Tallin, A.G. 1998. A Reliability Approach to
the Design of OCTG Tubulars Against Collapse. Paper SPE 48332
presented at the SPE Applied Technology Workshop on Risk Based
Design of Well Casing and Tubing, The Woodlands, Texas, USA, 79
May. doi: 10.2118/48332-MS.
Klever, F.J. and Tamano, T. 2006. A New OCTG Strength Equation for
Collapse Under Combined Loads. SPE Drill & Compl 21 (3): 164179.
SPE-90904-PA. doi: 10.2118/90904-PA.
Kyriakides, S. and Corona, E. 2007. Mechanics of Offshore Pipelines.
Volume 1: Buckling and Collapse. Oxford, UK: Elsevier.
Kyriakides, S. and Yeh, M.K. 1985. Factors Affecting Pipe Collapse. EMRL
Report 85/1, A.G.A. Catalogue No. L51479, Department of Aerospace
Engineering and Engineering Mechanics, University of Texas at Austin,
Austin, Texas.
Mack, R.D. 2005. The Effect Of Tubular Expansion On The Mechanical
Properties And Performance Of Selected OCTGResults Of Laboratory Studies. Paper OTC 17622 presented at the Offshore Technology
Conference, Houston, 25 May. doi: 10.4043/17622-MS.
NIST. 2006. NIST/SEMATECH e-Handbook of Statistical Methods, http://
www.itl.nist.gov/div898/handbook/.

Appendix A: Formulas Used for Regression


and Statistics
In this Appendix, some formulas are provided that have been used in
this paper for data regression and plotting, and for estimating the overall standard deviation of the probabilistic collapse-strength model.
Data Regression. A model to predict collapse generally is a function f of a number of predictor variables Xi, a number of model
parameters k, and a model uncertainty factor Xm to account for
random errors:
P c = X m f ( X i , k ). . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . (A-1)
The model parameters k are chosen to best fit a collapse data
set. For each test, the variables Xi and the collapse pressure pt are
measured, the predicting function f calculated, and a residual e
calculated as
e j = ln X mj = ln ptj ln f j , . . . . . . . . . . . . . . . . . . . . . . . . . (A-2)
September 2010 SPE Drilling & Completion

where the subscript j indicates the particular test out of the total of
n available tests. The model parameters k are determined through
a least-squares technique that minimizes

which can be written in terms of the correlation ij and the standard
deviation i . Note, that the covariance matrix equals the variance
when i = j. The coefficient of variation is denoted as

Q = e 2j , . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . (A-3)

COVi =

j =1

thus completely defining the prediction model f. For each test, the
model factor Xm j = ptj / fj is now available, and if we assume that
the residuals can be shown to be independent of Xithese n values
can be used to calculate the mean Mm and the standard deviation
Sm of the model factor Xm over the test set, which are estimators of
the actual mean m and dispersion m of Xm that would characterize
the underlying population of an infinite number of tests.
It is prudent to analyze the nature of the residuals a bit further,
to find out if they are random and how they are distributed. This
can be achieved by plotting ej against the variables Xi to identify
any remaining trends (see Fig. 7). If trends are visible, the model
may be improved by capturing these trends either in the prediction
model f or as a variable model factor Xm.
To investigate how the residuals are distributed, they may be
plotted on probability paper. This can be performed as follows
(Ang and Tang 1975). First, rank the residuals of all n tests from
negative to positive (i.e., in increasing order). Calculate for each
test the associated cumulative probability as
CDFj =

rank j 0.3
n + 0.4

, . . . . . . . . . . . . . . . . . . . . . . . . . . . . . (A-4)

and then the standard Normal variate as

s j = 1 CDFj . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . (A-5)
A plot of ej vs. sj provides an indication how well the residuals
are characterized by a Normal distribution (see Fig. 8). A perfect
Normal variate is represented in such a plot by a straight line, the
slope of which equals the standard deviation of the residuals, and
hence of (the logarithm of) the model uncertainty factor.
Finally, often a coefficient of determination is reported, defined as
R2 = 1

Var ( e )
, . . . . . . . . . . . . . . . . . . . . . . . . . . . . . (A-6)
Var ln pt

which is a measure of the effect of the modeling by comparing


the variance Var(lnpt) before modeling to the variance Var(e) after
modeling.
Simple Functions of Random Variables. For convenience, the
formulas for mean values and (co)variances of functions of random
variables are provided.
Recall (Ang and Tang 1975) that the mean i of a random variable Xi is its mathematical expectation,

i = E ( X i ), . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . (A-7)

The mean and covariance matrix of a general function Y = g(X1,


X2, , Xk) of k random variables can be estimated by expanding
the function about the mean values of Xi:
k

Y = g ( X i ) = g ( i ) + ( X i i )
i =1

g ( x ) f x ( x ) dx , . . . . . . . . . . . . . . . . . . . . . . (A-8)

in terms of the probability-density function fx(x) of X. This concept


of mathematical expectation is also available for a function g(X1,
X2, , Xk) of k random variables.
The variance of Xi can be expressed using the mathematical
expectation:

( ) (

Vari =  i2 = E ( X i i ) = E X i2 E ( X i ) . . . . . . . . . (A-9)
2

The covariance between two random variables Xi and Xj is

((

)(

)) (

( )

Covij = ij i j = E X i i X j  j = E X i X j E ( X i ) E X j ,
. . . . . . . . . . . . . . . . . . . . . (A-10)
September 2010 SPE Drilling & Completion

g
X i

, . . . . . . . . (A-12)
1 k k
2 g
+ .....
+ ( X i i ) X j  j
2 i =1 j =1
X i X j

where the derivatives of g are evaluated at mean values i. Applying Eqs. A-7 and A-9 to Eq. A-12, the mean and variance of Y are,
up to second central moment terms,
1 k k 2 g
Covij + .....

2 i =1 j =1 X i X j
, . . . . . . . . . (A-13)
k
k
g g
Var (Y ) =
Covij + .....
i =1 j =1 X i X j
E (Y ) = g ( i ) +

respectively.
With these definitions and notations, it can be derived that for
a function of two random variables in the form
Y = X1 f ( X 2 ), . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . (A-14)
the mean of Y is

22 f
2
1 + 2 f COV2 +
+ ....., . . . . . . . . . . . . . . (A-15)
Y = 1 f
2 f  COV COV
1
2
f 12

and the variance of Y is

2 f
COV22 +
 f
2
+ .....,
VarY = ( 1 f ) COV12 + 2 f

2
V

COV
CO
12
1
2

. . . . . . . . . . . . . . . . . . . . . (A-16)
where f and f denote the first and second derivative of f to
variable X2, respectively, and where f, f , and f are evaluated at
mean value 2.
If the function f is a simple power law in X2 of the form
f = a ( X 2 ) , . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . (A-17)
b

where the expectation of a function g(X) is defined as


E ( g ( X )) =

i
. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . (A-11)
i

then Eqs. A-15 and A-16 become


b ( b 1)

COV22
1 +
Y = 1a2b
2
+ ..... , . . . . . . . . . . . . . (A-18)
+ b12COV1 COV2
and

VarY = 1a2b


bCOV22 +

2
COV1 + b
+ ..... .
COV
COV
2

12
1
2

. . . . . . . . . . . . . . . . . . . . . (A-19)

To first order, the coefficient of variation of Y is then


COVY = COV12 + b 2 COV22 + 2b12 COV1 COV2 . . . . . . . (A-20)
403

Appendix B: The KT Collapse Prediction Model


The KT collapse model is described in detail in SPE 90904 (Klever
and Tamano 2006). For convenience, the pertaining formulas are
provided below. Moreover, the formulas below are modified to
allow for anisotropic yield behavior.
The model is based on a through-wall yield formula for thickwalled pipe, an elastic collapse formula for thin-walled pipe, and
a quadratic transition formula between those, thus predicting collapse strength for the entire range of D/t ratios. The KT model
includes the effect of combined loading and contains parameters to
account for the effect of imperfections. These parameters are used
to fit the model to collapse-test data. Finally, the model contains
bias factors that may be used to develop equations for the median
collapse strength or the lower-bound design collapse strength
associated with a desired TRL.
In summary, the KT formulas are
pec =

2E 3
(1 + c ) , . . . . . . . . . . . . . . . . . . . . . . . . . . (B-1)
12

for elastic collapse, where p = pe pi, c = thick-wall parameter,


1
t
=
, Et = ke (1 He) E, ke = elastic bias factor, He =
D / t 1 2R
elastic decrement function of imperfections, and

(axial), where ky = kya and Hy = Hya for isotropic behavior. For


transition collapse:

[1 H ]( p )

c 2

where pc = collapse pressure differential and Ht = transition decrement function of imperfections.
The solution of Eq. B-3 is best calculated as
pc =

pec

.
+ 4 H t p yc pec

0.3 log(pyc / pec) 0.3, . . . . . . . . . . . . . . . . . . . . (B-5b)


and elastic collapse for log(pyc / pec) > 0.3. . . . . . . . (B-5c)

Feff
2
2
coss  ,
1
= 2  y
3
3
2 Rt y a
. . . . . . . . . . . . . . . . . . . . . (B-2a)



 , . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . (B-2b)
2
2

Feff = Fa pi Ai + pec Ae = Fa + pi 2 Rt + pc Ae = 2 Rt y a sin  ,


. . . . . . . . . . . . . . . . . . . . . (B-2c)

 y = k y 1 H y  y , . . . . . . . . . . . . . . . . . . . . . . . . . . . . . (B-2d)

yc

transition collapse for

( p

yield collapse for log(pyc / pec) < 0.3, . . . . . . . . . . (B-5a)

for through-wall yield collapse, where

p yc + pec +

An example of the behavior of the KT model as a function of D/t


is shown in Fig. B-1.
The parameter pyc / pecthat is, the ratio of yield collapse
strength to elastic collapse strengthis the characteristic parameter determining if a pipe is collapsing in the yield range (0 < pyc /
pec < 0.5), in the transition range (0.5 pyc / pec 2), or in the
elastic range (pyc / pec > 2). We may, therefore, define

p yc = min p yM + 2  y , p yM , . . . . . . . . . . . . . . . (B-2)
2

p yM = 2  y

2p yc pec

. . . . . . . . . . . . . . . . . . . . . . (B-4)

p yc + pec pc + p yc pec = 0, . . . . . (B-3)

The data-space parameter pyc / pec is a function of diameter over


thickness, YS, and effective axial load. Fig. B-2 presents the KT
collapse pressure as a function of the base-10 logarithm of this
data-space parameter.
The model comprises functions Hy , Hya, Ht, and He to account for
imperfections, although using only Ht was found to model collapse
of regular OCTG already quite well (ISO/TR 10400:2007 2007).
The decrement function Ht is a function of imperfections such as
ovality ov, shape of the material stress/strain curve sh, eccentricity
ec, and residual stress rs. It has its maximum effect at the transition point where pyc = pec [i.e., where log(pyc / pec) = 0].
At that point, Eq. B-4 is

 ya = k ya 1 H ya  y , . . . . . . . . . . . . . . . . . . . . . . . . . . . (B-2e)
ky = yield bias factor (circumferential), kya = yield bias factor
(axial), Hy = yield decrement fuction of imperfections (circumferential), and Hya = yield decrement function of imperfections

Collapse pc

pc =

1
1
p yc =
pec . . . . . . . . . . . . . . . . . . (B-6)
1 + Ht
1 + Ht

Finally, note that for Ht = 0 the collapse pressure pc is simply the
smaller of pyc and pec.

Through-wall yield collapse pyc

Elastic collapse pec

20

p c, ksi

15

10

0
5

10

15

20

25

30

35

D/t
Fig. B-1In the KT model, the collapse pressure pc is a transition between through-wall yield collapse pyc and elastic collapse
pec. The distance between pc and pyc or pec is determined by Ht.
404

September 2010 SPE Drilling & Completion

Collapse pc/Pref

Yield collapse pyc/Pref

Elastic collapse pec /Pref

p c/Pref

0.8
0.6
Through-wall
yield collapse
pyc<0.5 pec

0.4

Transition collapse
0.5<pyc/pec<2

Elastic collapse
pec<0.5 pyc

0.2
Pref=min(pyc, pec)
0
0.5

0.4

0.3

0.2

0.1

0.1

0.2

0.3

0.4

0.5

log(p yc/pec)
Fig. B-2The KT collapse pressure pc/Pref is a symmetrical function in log(pyc/pec).

Appendix C: Definition and Calculation of


the Factor F
Suppose the collapse strength population is Normal distributed. If
the mean  and the standard deviation  were known, the design
strength would be

TABLE C-1VALUES FOR Kp FOR SOME COMMON TRL


LEVELS

P =  K p , . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . (C-1)
c
des

where Kp is determined by the percentile p (or TRL),


Kp =

(1 p) = ( p),
1

. . . . . . . . . . . . . . . . . . . . . . . (C-2)

and
= N ( 0,1) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . (C-3)
is the standard Normal. Table C-1 provides some values of Kp for
common TRL levels. For collapse of OCTG, the design strength
is taken as the 0.5 percentile (ISO/TR 10400:2007 2007) and thus
Kp = 2.5758.
If only a sample of n collapse tests is available out of the collapse-strength distribution, the mean M and the standard deviation
S of such a sample provide only an estimate of the mean  and
the standard deviation  of the underlying population. After all,
a different sample would exhibit a somewhat different M and S,
also dependent on the sample size n. This means that M and S
are random variables, which for larger and larger sample size n

TRL (%)

Kp

1.6449

2.3263

0.5

2.5758

0.1

3.0902

would approach  and , respectively. It can be shown (Ang and


Tang 1975; NIST 2006) that M and S follow particular statistical
distributions in terms of  and .
The mean M of a sample is Normal distributed:
M 
1
= N 0,
, . . . . . . . . . . . . . . . . . . . . . . . . . . . . (C-4)


n
and the expectation and the variance (standard deviation squared)
are, respectively,
M 
M  1
E
= 0; Var
= . . . . . . . . . . . . . . . . . . (C-5)

 n
The PDF distribution is shown in Fig. C-1. Whatever the data set
size n, the sample mean M is the best estimator of the population

4.5
4.0
3.5

PDF

3.0
n
10
20
30
50
100

2.5
2.0
1.5
1.0
0.5
0.0
1.0

0.5

0.0

0.5

1.0

(M )/
Fig. C-1(M )/ is Normal distributed and dependent on data-set size n.
September 2010 SPE Drilling & Completion

405

6
5

PDF

4
n
10
20
30
50
100

3
2
1
0
0.25

0.50

0.75

1.00

1.25

1.50

1.75

S/
Fig. C-2S/ is -distributed and dependent on data-set size n. The thin curves show a normal distribution with the same mean
and standard deviation.

mean . The standard deviation of M is /n, and thus, the PDF


of M becomes narrower for increasing n.
The standard deviation S of a sample is -distributed with n1
degrees of freedom:


S
= n 1 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . (C-6)

n 1
The expectation and the variance are, respectively,
S
S
E = G; Var = 1 G 2 , . . . . . . . . . . . . . . . . . . . . . (C-7)


where G in terms of the gamma function  is
G=

 ( n / 2)
2
1
= 1
n 1  ( (n 1) / 2 )
4 ( n 1)
5
21
1
. . . . . . . . . (C-8)
+
2 +
3
4
32 ( n 1) 128 ( n 1) 2, 048 ( n 1)
869
399

5 +
6 + .....
8,192 ( n 1) 65, 536 ( n 1)

For larger values of n, one may use


1
1
S
S
E = 1
; Var =
. . . . . . . . . . . . . (C-9)

 2 ( n 1)
4 ( n 1)
The PDF distribution is shown in Fig. C-2. For information, also
a Normal distribution with mean and variance as given by Eq. C-7
is shown, demonstrating that the  distribution converges to the
Normal distribution for larger values of n.
Because M and S are available, while  and  are unknown, in
place of Eq. C-1 the design collapse strength is taken as
c
= M ( F S ). . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . (C-10)
Pdes

The factor F is chosen such that there is a large probability (Pr) of


95% that the design strength M (FS) calculated from the mean M
and standard deviation S of the limited data set of n collapse tests
is not higher (higher would be unconservative) than the true design
strength  (Kp ). This requirement can be stated as

Pr M ( F S )  K p 

)} = , . . . . . . . . . . . . . . . . . (C-11)

where the confidence level is taken as 95%. In other words, there


is allowed a 5% probability that the design strength calculated by
Eq. C-10 is not conservative.
Both M and S are random, with their statistics characterized
above. Using Eqs. C-5 and C-7, this means
406

M (F S )

E
= 1 FG  ;


M (F S ) 1
2
2 
Var
= n + F 1 G 

. . . . . . . . . . (C-12)
2

Eq. C-11 has been visualized for two values of n in Figs. C-3
and C-4. The blue curve shows the PDF of M (F S). For a
confidence level of 95%, only 5% of the probability mass under
the blue PDF is allowed to attain values above  (Kp ) (the
red line). The factor F shifts the PDF to the left and is chosen
such that this 5% requirement is achieved. If the blue PDF is
wider (lower n), the F factor needs to be larger than if the PDF is
narrower (higher n).
The factor F can be calculated explicitly by rewriting Eq. C-11
as follows:
M 

 / n + 

F n = ;  = K p n . . . . . . . . . . . . . . (C-13)
Pr
S

Using Eqs. C-4 and C-6, the function on the left-hand side from
the inequality sign is the ratio of a noncentral Normal distributed
variable and a -distributed variable. This function is, therefore,
distributed as a noncentral Students t, n1 distribution with n1
degrees of freedom. The  is a noncentrality parameter; for  = 0,
the distribution reduces to the common Students tn1 distribution.
In general,
n 1
= t , n 1. . . . . . . . . . . . . . . . . . . . . . . . . . . . (C-14)
 n 1

N ( ,1)

The expectation and the variance are, respectively,

n 1
G;
n2
, . . . . . . . . . . . . . . . (C-15)
n 1
=  t2 =
1 +  2 t2
n3

E t ,n 1 = t = 

Var t ,n 1

where G is given in Eq. C-8.


For a TRL of 0.5% (i.e., Kp = 2.5758), the noncentral Students
t, n1 distribution is only a function of n. It converges to a Normal
distribution if n increases, but only for very large values of n >
100 do these distributions begin to match. The PDF distribution is
shown in Fig. C-5. Writing Eq. C-13 as
t

Pr  ,n 1 F = , . . . . . . . . . . . . . . . . . . . . . . . . . . . . . (C-16)
n

September 2010 SPE Drilling & Completion

14

10
8

PDF

Pr{MF .S< K p . }=

n=30
TRL=0.5%
Kp=2.5758
=95%
F=3.3758

12

expectation
MF .S

=95%
confidence

=K p .
/ =7%

2
0
0.65

0.70

0.75

0.80

0.85

0.90

0.95

1.00

(MF .S)/
Fig. C-3PDF of M (F S) with F calculated such that there is a 5% probability that M (F S) exceeds the value (Kp )
at the red line (data-set size n = 30, assumed COV of 7%).

30
n=100
TRL=0.5%
Kp=2.5758
=95%
F=2.9628

25

PDF

20

Pr{MF .S< K p . }=

15
10

=95%
confidence

expectation
MF .S
K p .
/ =7%

5
0
0.65

0.70

0.75

0.80

0.85

0.90

0.95

1.00

(MF .S)/
Fig. C-4PDF of M (F S) with F calculated such that there is a 5% probability that M (F S) exceeds the value (Kp )
at the red line (data-set size n = 100, assumed COV of 7%).

2.0
Pr{t/sqrt(n)<F}=
TRL=0.5%
=95%
F inf=2.5758

PDF

1.5

n
10
20
30
50
100
inf

1.0

0.5

0.0
0.0

0.5

1.0

1.5

2.0

2.5

3.0

3.5

4.0

4.5

5.0

t/sqrt(n)
Fig. C-5t/n is noncentral Students t distributed, which (given a TRL of 0.5%; that is, Kp = 2.5758) depends only on data-set
size n.
September 2010 SPE Drilling & Completion

407

we see that F is the value at the horizontal axis in Fig. C-5 where
= 95% of the probability mass under the PDF curve is reached
(denoted by the vertical line for each curve). The greater the sample
size n and thus the narrower the PDF, the smaller F becomes, with
F approaching Kp = 2.5758 for very large n (denoted by the open
circle in Fig. C-5).
Again, consistent with the approach taken for regular OCTG
(ISO/TR 10400:2007 2007), the design collapse strength is taken
as the 0.5 percentile calculated with 95% confidence, and the
associated F factor can then be found from the inverse of the noncentral Students t, n1 distribution. Values for F may be found in,
for example, ISO 2394:1998 (1998), ISO 16708:2006 (2006), and
ISO/TR 10400:2007 (2007). Table 4 provides a more extensive list
of values for F, calculated with a spreadsheet that made use of the
public-domain code CDFLIB90 by Brown et al. (2003).
Although the preceding discussion focused on the design
strength TRL of 0.5%, the derivation of F is valid for any TRL
value. When matching a model with data, the median strength
TRL of 50% would be interesting because that is the curve that

408

test results should be expected to fall below or above with an equal


likelihood. As before, the mean M of a data set of size n provides
only an estimate of the underlying true mean  of the population,
and we may therefore seek F such that
Pr { M ( F S )  } = . . . . . . . . . . . . . . . . . . . . . . . . . . (C-17)
For a 50% TRL at 95% confidence, Kp = 0 =  and Eqs. C-13 and
C-16 can be used to calculate F from the inverse of the Students
tn1 distribution. The resulting values for F are given in Table 3.
Frans Klever is a principal technical expert with Shell International Exploration and Production in Rijswijk, The Netherlands.
E-mail: frans.klever@shell.com. He has more than 25 years of
oil industry experience in research, computing, pipeline analysis, FEA, tubular strength, risk-based well design, and technical
consultancy. Klever holds MS and PhD degrees in mechanical engineering from Twente University in Enschede, The
Netherlands.

September 2010 SPE Drilling & Completion

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