NUMERICAL METHODS FOR DETERMINING THE PROBABILITY OF

FAILURE OF PIPELINE ELEMENTS AND PRESSURE VESSELS

UNDER OPERATING LOAD
A.S. Milenin
E.O. Paton Electric Welding Institute Of NAS of Ukraine
asmilenin@ukr.net

Two numerical probabilistic assessment procedures for prediction of static strength

and operability of pipelines and pressure vessels with detected discontinuity
defects have been considered. In case of uncertain input data about the state of
specific structure the probabilistic procedure on the basis of Monte-Carlo method
has been proposed. For prediction of bearing capacity of pressure vessels with
detected corrosion-erosion metal loss the probabilistic interpretation of the state of
stresses and strains within the limits of Weibull statistics has been developed. On
the typical examples of defected pipelines the influence of operational conditions
on structure failure probability has been demonstrated.

Key words: probability of failure, pipeline, limiting state, Monte-Carlo method,

Weibull distribution.

Analytical assessment of safety of operation and residual life of critical

structures is based on the use of criteria that allow assessing the permissibility of
their operation, based on available data on the system of external force and
corrosive effects, as well as degradation of material properties. In addition,
depending on the completeness of data about the actual state of the structural
element and the necessary assessment conservativeness, various approaches to
limit analysis can be used. Now the most common are various deterministic criteria
those allow to guarantee the workability of structures and mechanisms, taking into
account the defects detected during the technical diagnostics. To avoid objective
errors in the deterministic assessment of .particular structural element state, it is

1
accepted considering the most unfavorable combination of determining factors
(i.e., to increase the conservatism of the analysis) or to use safety factors for each
of the input data types. An alternative approach is a probabilistic assessment of the
state of both individual structures, mechanisms and production complexes, in
particular, within the framework of risk analysis of industrial facilities state. On the
basis of formal mathematical algorithms it allows describing the uncertainties of
the initial data and their effect on the estimation of the susceptibility of the
structure to failure. The main aim of this work is development of probabilistic
approaches for numerical evaluation of static strength and operability of pipeline
and cylindrical pressure vessels with typical detected exploitation defects, such as
cracks or corrosion-erosion metal loss.
The basis of the specific algorithm for failure probability estimating is the
system of assumptions about the nature of the uncertainty. In particular, it could be
distinguished two main assumptions:
– probabilistic nature of structure failure is due to a natural error in the
determination of input parameters (dimensions, material properties, degree and
type of defectiveness, etc.);
– uncertainty in estimating the limiting state of a structural element is
determined by the inaccuracy of the physical model under use, which does not take
into account the parameters of the fracture of the real material, which significantly
affect its strength.
Thus, the uncertainty of the input parameters at assessment of the critical
structure state could be caused by the inaccuracy of the available data, in
particular, due to the instrumental error of the non-destructive testing equipment.
In this case, the possibilities of computer technology make it possible to analyze a
significant amount of possible variants of the structure state on the basis of known
distribution densities of data values within the framework of probabilistic analysis,
in particular, using Monte-Carlo method. In this case, for determination of the
failure probability, a statistical analysis of the admissibility of the state and the
remaining life of the pipeline element (PE), taking into account the operational

2
defects of material discontinuity, based on the Monte-Carlo method, can be used,
namely:
1. For every input parameter its representative sample is determined within
the framework of the corresponding distribution laws. It is assumed that the
probability of a parameter to take a particular value is random and varies from 0.0
to 1.0; a representative sample of different input data means the number of NS
equiprobable combinations of parameters that is sufficient sufficient for a stable
probability of failure according to the selected deterministic criterion of limiting
state.
2. Within the framework of a representative sample, the number of
unacceptable states with Nf is counted and the probability of an failure pi is
understood as the ratio pf=Nf/NS.
Depending on the type of i-th input parameter Xi, the distribution of its
values could be described by different statistical functions, e.g. the description of
the geometric size of the structure (defect), the strength characteristics of the
material (σY, σU), the corrosion rate corresponds to truncated normal law:
 1  1  X  X 2 
i  X i   exp    i i
  , A  X i  B;
 2 i Si 2
   i  
 (1)
 B
dX i  1  X  X 2 
 Si   exp    i i
 
2    2   
 A i   i

where X i is mathematical expectation of Xi (A≤Xi≤B); ξi is standard deviation.

The functional dependence of the probability of i-th characteristic to take the

value of Xi is calculated as follows:
Xi

P  X i     i  X dX . (2)
A

3
 With regard to fracture toughness parameters (KIC and KISCC), the probability
of Xi to take specific value for these characteristics are traditionally described by
the three-parameter Weibull law:
  X  X  
P  X i   1  exp    i 0
 , (3)
  X d  X 0  

where Хd, Х0, η are Weibull parameters.

The most commonly used deterministic criterion of crack allowability is

two-parameter criterion R6, which has the next mathematical expression [1]:
Y  f  Lr   K r  0 , (4)
where
 U   Y
(1  0.14 Lr ) 0.3  0.7exp  0.65Lr   , if Lr  Lr  2 ;
2 6 max

f  Lr    Y
0, if L  Lmax
 r r
(5)
KI  ref
Kr  ; Lr  .
K IC Y
KI is stress intensity factor, σref is reference stress.

In case of possibility of stress-corrosion growth of crack-like flaw it could be

taken into account for assessment of structure failure probability after time interval
dτ after technical inspection. The growth of the defect (its depth c and length l)
depends on operation time in linear law:
l (d )  l0  Vl d
 , (6)
c(d )  c0  Vc d
where c0, l0 are the initial depth and length of crack, Vc, Vl are crack growth rate
along the corresponding direction.

Values of Vl, Vc could be conservatively assessed as follows [2]:

4
 Vmax , if K I  K ISCC ;
Vl ,c  K I    , (7)
0, if K I  K ISCC

where Vmax is the maximum crack growth rate, that is determined with diagram of
static corrosive fracture strength for specific material and conditions.

As an example of such assessment it has been considered the PE

(D×t= 1420×20 mm) made of steel X60 with the detected circumferential crack
(2l=150 mm, c=1.5 mm). Additionally it has been accepted, that PE is corroded
with the rate W=1 mm/year, that corresponds to the change of the pipe wall
thickness. Parameters of distribution functions are given in Table 1. As it could be
seen in Fig. 2, during the operation of defected PE the probability of its failure is
determined with the growth of defect’s depth (that is typical for crack-like flaws)
due to stress-corrosion mechanism. For these case assessed probability could be
decreased with the increase of measurement accuracy (and change of the
distribution parameters) particularly due to change of the type of nondestructive
testing tools.

Table 1. Values of distribution parameters for materials properties and crack

dimensions (stroked variables are the measured ones)
Truncated normal law Weibull distribution
Parameter
X ξ А В X0 Xd η
2l, mm 2l' 7.5 2l'–15 2l'+15 – – –
c, mm c' 0.03·t c'–0.1·t c'+0.1·t – – –
W, mm/year W' 0.1∙W' 0.08∙W' 0.12∙W' – – –
Vmax, mm/year 4.4 0.22 4.0 4.8 – – –
KISCC, MPa·mm0.5 – – – – 63.3 686.2 4.0
KIC , MPa·mm0.5 – – – – 632.5 3405.8 4.0

5
Fig. 1. Time dependence of probability p of failure of pipeline
(D×t= 1420×20 mm, steel X60) of with detected flaw (2l=150 mm,
c=1.5 mm) with take into account corrosion processes, stress-corrosion
growth of considered defect and different stress intensity along the depth
and width of the flaw

The second mechanism that determines the probabilistic nature of the

nucleation and development of damage in structural materials is associated with
the features of their real micro- and macrostructure. In the mathematical
description of the actual state of mechanisms and structural elements, macro-
characteristics of the stressed-strained and damaged states of the material are used,
which does not allow predicting the fracture at the stage of nucleation of
microscopic defectiveness. In addition, prediction of the long-term strength of real
structures in this case is associated with precise structural and chemical analysis
and operating with the microscale characteristics (dislocation density,
microproperties), which does not allow the effective consideration of large-scale
structures. Therefore, a probabilistic description of the structure state based on the
fracture mesomechanics or the statistical interpretation of its stress-strain state
obtained within the framework of the finite-element solution is the most rational
approach that makes it possible the reasonable reducing of the conservatism of
such an analysis. In particular, with respect to PE or pressure vessels in the absence
of sharp stress concentrators, the probability of structure failure can be determined
6
by integrating of principal stresses field within Weibull statistics to implement the
description of fracture by the "weak link" mechanism. In this case, the failure
probability is supposed to be described by the three-parameter Weibull function:
    A  
pi  1  exp   1    ,  1  A  (8)
  B  

where σ1 is main stress; Aσ, Bσ, ησ are Weibull parameters.

Integration of the stress field over the characteristic area of the weakest
cross-section S allows estimation of the integral structure failure probability:
    A  dS 
p  1  exp    1    ,  1  A  (9)
 S  B  S0 

where S0 is the material constant characterizing the spatial scale of the

microdamage transition into the macrodefect.

As an alternative to the approach (9) with respect to the evaluation of the

probability of failure of welded PE and pressure vessels without sharp geometric
stress concentrators at intense plastic deformation, the integration over the plastic
deformations intensity field  ip , could be applied:

   ip  A  dS 
p  1  exp       ,   ip  A  , (10)
 S  B  S0 

Where Aε, Bε, ηε are the Weibull parameters.

The accuracy of quantitative probability estimation according to (9) - (10)

depends on the adequacy of the values of Weibull parameters used for a particular
problem. The determination of Aσ, Bσ, ησ (Aε, Bε, ηε) can be based either on a series
of experimental studies of the fracture of a structure (using identical materials and
a similar loading system) and subsequent statistical analysis of the obtained results,
or on studies of the structure limiting state. The second approach is less labor-

7
intensive, but more conservative from the point of view of applying numerical
methods for prediction the stress-strain and limiting states, taking into account the
development of subcritical and critical damage. To simplify the research, a number
of assumptions can be made. Thus, the coefficient Aσ (Aε) characterizes the
possibility of failure at relatively low stresses (strains). Theoretically, there is a
nonzero probability of fracture initiation at stresses (strains) close to zero, but this
approach is not rational for solving applied problems. To reduce the complexity of
the numerical investigations, it is assumed that the probability character of failure
is manifested at stresses exceeding the stress of the plastic flow σflow = (σU + σY)/2.
In turn, ησ value for describing the fracture of structural materials is taken to be 3-
4, that corresponds to ηε value about 5.0 and A ≈ 0.867·σY/E. Thus, the purpose of
analyzing the stress fields that formed in a defective PE under the limiting pressure
is determination of the parameter Bσ (Bε) of Weibull distribution depending on the
properties of the structural material, which allows performing the necessary
quantitative estimates of the failure probability.
Therefore, numerical prediction of the stress-strain state of the structure
under specific operating conditions should take into account the features of joint
development of irreversible deformations of instant plasticity and creep along with
unevenly distributed subcritical metal damage during the operation of the
considered. The accumulation of the components of the strain tensor is
representable as the sum of the following components [3]:
d ij  d ije  d ijmp  d ijc   ij  d T  df 3 , (11)

where d ije , d ijmp , d ijc , δij·dT, ij·df/3 are the components of strain tensor

increment caused with the elastic deformation mechanism, instant plasticity, creep,
thermal expansion and subcritical fracture, respectively, i, j = r, , z (Fig. 2).

8
 Fig. 2. Principal scheme of welded pipeline element with semielliptical surface
defect of wall thinning

The increment of the creep strain at the time interval dτ, which appears in
(11), can be expressed using the creep function Ω = Ω (σi, T) in the following way
[3]:
d ijc    i , T   ij   ij m  d . (12)

where T is temperature, σij are the stress tensor components, σi is stress intensity,
σm is average stresses.

According to the theory of plastic flow, the development of plasticity is

determined by the stress intensity with respect to the material flow surface Φ. For a
damaged material this surface can be described within the framework of Gurson-
Tvergaard-Needleman model [4]:
2
  2  3 
   i    q3 f   2q1 f  cosh  q2 m   1, (13)
 T   2 T 
where q1, q2, q3 are constants, f' is the equivalent concentration of distributed voids
of subcritical fracture.

The value of the equivalent voids concentration f' is determined as follows:

9
  f , if f  f c ;

f f w  f c (14)
f
 c    f  f c  , if f  f c ,
 f F  f c

where fc is the critical value of the defectiveness concentration up to which

individual voids do not interact, it is generally assumed to be equal to 0.15; fF is the

concentration of voids at which macro-fracture takes place; f w  1 q1 .

As the criterion of the local nucleation of ductile fracture in initially

undamaged material it has been used the modified Johnson-Cook law in the
following formulation [5]:
d ip
  c  1, (15)

where εс is the critical value of the intensity of plastic deformations  ip .

Fulfillment of (15) in any area of considered structure means the appearance

of microporosity of ductile fracture with a volume concentration of f0. The increase
of void concentration at subsequent plastic flow of metal is determined by Rice-
Tracy law [6]:
  3 m  p m
1.28exp   d i , if 1
  2  i   i
df   14
, (16)
  m   3 m  p 1 m
1.28    exp  2   d i , if 3    1
  i   i  i

where  ip is the intensity of total plastic strains (creep and instant plasticity)

The solution of the joint problem of the stress-strain and damaged states of
the PE material under conditions of assembly welding and subsequent operation
was implemented by numerically tracing the thermoplasticity strains and creep
within the framework of a finite-element boundary value problem. In this case, the

10
increment of the total strains in each particular finite element according to (7) can
be represented as follows:

 ij       i* , T     ij   ij    ij  K   T  f 3  
 1   
(17)
    i* , T     ij   ij    K   ,
 2G 
where Ψ is the state function of the elastic-plastic material, which determines the
level of plastic flow, δij is Kronecker symbol, K is the bulk compression modulus,
G is the shear modulus, the symbol "*" refers to the variable or expression to the
previous tracing step.

Nonlinearity in plastic deformation is solved by iterating over the function Ψ

until the equilibrium conditions are fulfilled, proceeding from the following
assumptions [3]:

1 2  3 
 , if  i   s   Y  T  1   q3 f    2q1 f  cosh  q2 m  ;
2G  2 Y 
1 (18)
 , if  i   s ;
2G
state  i   s is inadmissible.

The development of subcritical fracture in the final element can lead to a

loss of its bearing capacity, i.e. macroscopic fracture due to plastic instability,
significant reduction in the carrying cross-section as a result of cavitation or
microcleavage. Therefore, as a criterion for the fracture of a finite element, it has
been proposed the numerical criterion of brittle-ductile fracture in the following
formulation [7]:

11
 *
 1   f    ip 
    ;
 2G  KP 1.5 s   ip , T 

1  3q   (19)
f exp   2 m  ;
q1  2 Y 
1
 SK ,
1 2 f 3
where SK is the stress of the microcleavage; εf is the ultimate deformation capacity
of the material.

State of stresses and strains of some typical PE under limiting load at which
numerical criterion (19) is fulfilled, could be assigned to some value of failure
probability (about 0.95). Such assumption allows assessing Weibull parameters Bσ
and Bε as the functions of material properties with the solving of reverse problem.
Consideration of different PE with local semielliptical wall thinning (see Fig. 1)
under internal pressure such dependencies were obtained. Fig. 3 shows the
parameters Bσ and Bε as functions of yield stress of PE material, similar
dependencies could be assessed for other material properties.
As an example of the this approach implementation, the limiting state of a
thick-walled PE made of X80 steel with an detected isolated defect of local surface
corrosion wall thinning (2s=150 mm, 2u= 40 mm) was examined. For this purpose,
complex investigations of the development of the stress-strain state and ductile
damage with the following input parameters were carried out: σY = 560 MPa, σU =
630 MPa, υ = 0.3, Е = 205 GPa, t = 39 mm, D = 800 mm, ησ = 4, Аσ = 595 MPa, εc
= 0.01, f0 = 0.02, S0 = 1 mm2. Using the approach (9) the dependences of failure
probability depending on the internal pressure and defect depth were obtained. As
it could be seen in Fig. 4 a the dependence of the fracture probability on the
internal pressure up to the maximum loads are sufficiently nonlinear. For
characteristic ranges of operational loads up to 22 MPa, the failure probability p
does not exceed 4·10-4, which is acceptable for many pipeline systems in terms of
total emergency risk.

12
 a b
Fig. 3. Dependence of the conservative value of Weibull parameter B (a) and Bε
(b) on the yield strength Y of the pipeline steel

а b
Fig. 4 Dependence of the probability p of failure of the pipeline with corrosion
defects of different depths a on internal pressure P: a - D × t = 800 × 39
mm, steel Х80; b - D × t = 1420 × 25 mm, steel Х60

For the PE of another size (D × t = 1420 × 25 mm) from X60 steel, similar
defects have a significant effect on the load-carrying capacity of the structure (see
Figure 4 b): defects with a depth of 10 and 14 mm are not allowable for a
characteristic working internal pressure 11 MPa), since the fracture probability p is
13
more than 0.2 and 0.6, respectively. For a PE with a defect of 6 mm depth, the
failure probability is about 5.1·10-4, which is often acceptable. As can be seen from
the comparison of these results, the strength characteristics of the pipeline material
significantly influence on the failure probability, which must be taken into account
when assessing the allowability of the state of such structures.
The surface of the defect location is an important factor determining the
degree of damage to PE, but most of the simplified criteria based on theories of
linear elastic deformation do not allow taking into account the specificity of the
mechanical forces redistribution with such a change in the geometry of the
damaged pipe. Proposed numerical approach gives an opportunity to analyze 3D
stress and strain fields by quantifying the failure probability. In particular, the
thinning defect a = 9 mm, 2s = 100 mm, 2u = 80 mm located on the inner surface
of the pipeline (steel X60, D × t = 530 × 18 mm) is characterized by a fracture
probability of 3-5 times less than in the case a similar external defect (Fig. 6). Such
a significant difference is explained both by the specificity of the redistribution of
hydrostatic forces from the operating pressure over internal semi-elliptic defect and
by the specific influence of the change in the stress state in the cross-section of PE:
the circumferential tensile stresses on the outer surface are greater than on the inner
surface.
In case of high-temperature exploitation of PE or pressure vessels, that
involves the developed creep deformation of material and could lead to nucleation
and propagation of subcritical porosity and failure of structure. For this case
numerical prediction of stressed-strained state of welded pipeline taking into
account possibility of corrosion-erosion defects detection supposes the use of (10)
for assessment of failure probability. As an example, it has been considered PE
made of 15X2MFA stainless steel with a diameter D = 300 mm, a wall thickness t
= 15 mm, that is operated at temperature 650 oC. At these conditions the properties
of the pipe material is as follows: E=110 GPa, Y = 184 MPa, υ = 0.3, n = 5, G = -
101069, A = 1.4·1030, εc = 0.02, f0 = 0.05, S0 = 1 mm2. A complex of numerical
studies of the features of the accumulation of subcritical damage to the metal of a

14
pipeline element with the above parameters, depending on the operating
conditions, as well as on its actual state, was carried out. Thus, the calculation of
the development of distributed porosity under internal pressure showed the
characteristic kinetics of growth of the volume concentration of discontinuities f
(Fig. 7 a), which corresponds to the available in the literature data of field
measurements by means of acoustic emission. The determination of Weibull
parameter Bε for considered steel at operation temperature has been carried out by
solving the reverse problem of limiting state of considered pipeline with local
erosion defect of different sizes after critical time of exploitation τc. As the
numerical results have shown, the conservative value of Bε is about 16.2 MPa. As
an example of in Fig 7 b the time dependence of failure probability of PE with
outer semielliptical metal loss (2s×2u×a=50×50×5 mm) under the pressure P=14
MPa is shown. As it could be seen, intensive accumulation of creep strains leads to
sufficient growth of structure susceptibility to failure, that limits the operability of
pressurized eroded pipeline element at high-temperature exploitation.

Fig. 6. Influence of the surface of the corrosion defect (a = 9 mm, 2s = 100 mm,
2u = 80 mm) on the probability p of PE failure (steel 17G1S-U, D × t =
530 × 18 mm) for different values of internal pressure P

15
 a b
Fig. 7. Kinetics of accumulation of subcritical damage f of pipeline material (steel
15X2MFA, D × t = 300 × 15 mm) at a temperature of 650 оС and
different pressures in the relative time coordinates τ/τc (a) and time
dependence of probability p of this pipeline with the take into account the
semielliptical erosion metal loss (2s×2u×a=50×50×5 mm) on the outer
surface (b)

Conclusions.
1. For prediction of static strength and operability of pressurized pipelines and
pressure vessels with detected discontinuity defects (crack-like flaws, corrosion-
erosion metal loss) probabilistic numerical procedures have been developed. For
their implementation corresponding finite element solution of joint problem of
stressed-strained and damage state of typical cylindrical structures with local
geometry anomalies (defects) under internal pressure and temperature have been
fulfilled.
2. The statistical method for numerical analysis of the results of nondestructive
testing of actual state of pipelines and pressure vessels has been proposed. It
consists in evaluation of allowaility of the state of considered structure within the

16
limits of Monte-Carlo algorithm. It gives an opportunity to take into account
natural scattering of input data (material properties, structure size, defectiveness,
etc.) at the use of corresponding conservative criteria of limiting state.
3. For quantitative interpretation of numerically assessed fields of stresses and
strains in pipelines and pressure vessels with detected corrosion-erosion metal
losses the probabilistic approach has been developed. For that it has been proposed
the integration of main stresses (or plastic strain intensity) within the limits of
Weibull distribution. On the basis of finite element prediction of limiting state of
typical defected pipelines under internal pressure with the use of numerical criteria
of brittle-ductile fracture Weibull parameters as functions of pipe metal properties
have been determined. On the example of typical cases of exploitation
defectiveness of pipelines the influence of operational conditions on failure
probability were studied.

Literature.
1. BS 7910:2013+A1:2015. Guide to methods for assessing the acceptability of
flaws in metallic structures. The British Standards Institution, 2015. – 492 p.
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ФИЗМАТЛИТ, 2006. - 328 с.
3. Махненко В.И. Ресурс безопасной эксплуатации сварных соединений и
узлов современных конструкций. – Киев: Наукова думка. – 2006. – 618 с.
4. L. Xue. Damage accumulation and fracture initiation in uncracked ductile solids
subject to triaxial loading // Int. J. of Solids and Structures. – No 44. – 2007. – P.
5163–5181.
5. G.H. Majzoobia, F. Rahimi Dehgolan. Determination of the constants of damage
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