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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
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.
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
110
140
120
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
pt
. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . (3)
pc
Pipe
ID Exp. (%)
D/t
P (psi)
Pipe
21.86
13.65
9,885
21.86
13.65
9,802
ID Exp. (%)
D/t
P (psi)
14.12
24.16
2,727
14.12
24.16
2,690
21.86
13.65
10,081
14.12
24.16
2,809
11.98
20.82
4,111
14.12
24.16
2,665
11.98
20.82
3,960
14.12
24.16
2,648
11.98
20.82
3,992
19.97
26.26
2,226
20.32
22.87
3.013
19.97
26.26
2,226
20.32
22.87
3,100
19.97
26.26
2,331
20.32
22.87
3,036
20.07
26.28
2,194
20.73
23.32
3,255
20.07
26.28
2,290
20.73
23.32
3,191
20.07
26.28
2,360
20.73
23.32
3,121
13
16.17
42.71
717
13
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.
393
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
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
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
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.
. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . (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%).
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
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
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.
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 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
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 * /
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
DSR =
c
Pdes
S
= 1 F = 1 F COVPc , . . . . . . . . . . . . . (19)
M
M
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
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
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
YS at ID
YS through-wall
0.00
0.25
0.50
0.75
1.00
1.25
Pi=0
1.50
1.25
1.00
0.50
0.25
0.00
0.25
0.50
0.75
1.00
1.25
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
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/.
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)
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
i = E ( X i ), . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . (A-7)
Y = g ( X i ) = g ( i ) + ( X i i )
i =1
g ( x ) f x ( x ) dx , . . . . . . . . . . . . . . . . . . . . . . (A-8)
( ) (
Vari = i2 = E ( X i i ) = E X i2 E ( X i ) . . . . . . . . . (A-9)
2
((
)(
)) (
( )
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
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
i
. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . (A-11)
i
COV22
1 +
Y = 1a2b
2
+ ..... , . . . . . . . . . . . . . (A-18)
+ b12COV1 COV2
and
VarY = 1a2b
bCOV22 +
2
COV1 + b
+ ..... .
COV
COV
2
12
1
2
. . . . . . . . . . . . . . . . . . . . . (A-19)
2E 3
(1 + c
) , . . . . . . . . . . . . . . . . . . . . . . . . . . (B-1)
12
[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
Feff
2
2
coss ,
1
= 2
y
3
3
2 Rt y a
. . . . . . . . . . . . . . . . . . . . . (B-2a)
, . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . (B-2b)
2
2
y = k y 1 H y y , . . . . . . . . . . . . . . . . . . . . . . . . . . . . . (B-2d)
yc
( p
p yc + pec +
p yc = min p yM + 2
y , p yM , . . . . . . . . . . . . . . . (B-2)
2
p yM = 2 y
2p yc pec
. . . . . . . . . . . . . . . . . . . . . . (B-4)
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.
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
Collapse pc/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).
P = K p , . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . (C-1)
c
des
(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
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
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
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.
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)
Pr M ( F S ) K p
)} = , . . . . . . . . . . . . . . . . . (C-11)
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)
n 1
G;
n2
, . . . . . . . . . . . . . . . (C-15)
n 1
= t2 =
1 + 2 t2
n3
E t ,n 1 = t =
Var t ,n 1
Pr ,n 1 F = , . . . . . . . . . . . . . . . . . . . . . . . . . . . . . (C-16)
n
14
10
8
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
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
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