Ipc2012 90482

1 Copyright 2012 by ASME
AN EFFICIENT METHODOLOGY FOR THE RELIABILITY ANALYSIS OF

CORRODING PIPELINES

S. Zhang and W. Zhou
Western University
London, Ontario, Canada

ABSTRACT
This paper describes an efficient methodology that utilizes
the first order reliability method (FORM) and system reliability
approaches to evaluate the time-dependent failure probabilities
of a pressurized pipeline at a single active corrosion defect
considering three different failure modes, i.e. small leak, large
leak and rupture. The criteria for distinguishing small leak,
large leak and rupture at a given corrosion defect are
established based on the information in the literature. The
wedge integral and probability weighting factor methods are
used to evaluate the probabilities of small leak and burst,
whereas the conditional reliability index method is used to
evaluate the probabilities of large leak and rupture. Two
numerical examples are used to illustrate the accuracy,
efficiency and robustness of the proposed methodology. The
proposed methodology can be used to facilitate reliability-based
corrosion management programs for energy pipelines.
INTRODUCTION
Historical pipeline incident data indicate that metal-loss
corrosion is one of the most common integrity threats for oil
and gas pipeline networks worldwide. Over the past decades,
reliability-based corrosion management programs have been
increasingly adopted by pipeline operators [1]. It is not
uncommon that a large number of active corrosion defects can
exist in an aging pipeline with a typical length of a few hundred
kilometers. High-resolution in-line inspection tools are
nowadays commonly used to detect, locate and size these
defects. If a reliability-based integrity management program
is implemented, accurate estimates of the failure probabilities
of each individual defect over a certain forecasting period (e.g.
ten years) are required so that defect repairs can be scheduled to
meet the predetermined reliability targets and to optimize the
allocation of limited maintenance resources [2].
A pressurized pipeline typically fails in three different
failure modes at a given corrosion defect, namely small leak,
large leak and rupture [3]. A small leak occurs when the
defect penetrates the pipe wall before the pipe bursts (i.e.
plastic collapse) at the defect location due to the internal
pressure. A burst can be classified as either a rupture or a
large leak. The former corresponds to the scenario where the
through-wall defect resulting from the burst undergoes unstable
extension in the longitudinal direction, whereas the latter is
defined as a burst without unstable axial extension of the
resulting through-wall defect [3]. It is important to distinguish
between small leaks, large leaks, and ruptures in the pipeline
reliability analysis because the failure consequences associated
with these three failure modes can be of significant difference
[3-4], especially for natural gas transmission pipelines.
The reliability of corroding pipelines has been investigated
extensively in the literature (e.g. [2, 5-6]). Both the Monte
Carlo simulation techniques and first order reliability methods
(FORM) [7] have been used to evaluate the time-dependent
reliability. It is relatively straightforward to use the simple
Monte Carlo simulation to calculate the probabilities of small
leak, large leak and rupture of a corroding pipeline [2].
However, this approach is computationally intensive and can be
highly time-consuming when applied to a large number of
defects on a defect-by-defect basis, especially for the case
where the failure probability is relatively small. The
efficiency of the simple Monte Carlo simulation can be
improved using variance reduction techniques such as the
importance sampling technique [8-11]. The basic idea is to try
to sample close to the most important region(s) or most
probable point(s) (MPP) of the limit-state(s), which has the
highest contribution to the failure probability. However, our
investigations suggest that it is difficult to develop a robust
algorithm to search for the importance sampling regions
associated with multiple limit state functions, especially when
these limit state functions are time-dependent.
The objective of the work described in this paper was to
develop a methodology to accurately, robustly and efficiently
calculate the failure probability of pressurized energy pipelines
at individual active corrosion defects (either external or
internal) considering three failure modes. To this end, an
approximate approach based on the FORM and system
reliability method was proposed to evaluate the probabilities of
small leak, large leak and rupture at a given defect. The
Proceedings of the 2012 9th International Pipeline Conference
IPC2012
September 24-28, 2012, Calgary, Alberta, Canada
IPC2012-90482
proposed methodology is illustrated using two numerical
examples.
LIMIT STATE FUNCTION
Limit state function for defect penetrating the pipe wall
The limit state function for defect penetrating the pipe wall,
g
1
(), is

max
d wt g = ) (
1

(1)

where wt is the pipe wall thickness; d
max
is the maximum defect
depth, and the notation g
1
() is used to emphasize that g
1

depends on the time, , because d
max
increases with time.
Limit state function for plastic collapse due to internal
pressure at defect
The time-dependent limit state function for burst due to
internal pressure at a defect, g
2
(), is defined as

p r g
b
= ) ( ) (
2
(2)

where p is the internal pressure and assumed to be time-
independent in this study, and r
b
() is the estimated pressure
resistance at the corrosion defect. Because the defect grows
with time, the pressure resistance r
b
() at the defect deteriorates
over time and is therefore time-dependent.
Limit state function for unstable defect axial extension
given burst
The limit state function for unstable defect extension in the
axial direction given burst, g
3
(), is [3]

p r g
rp
= ) ( ) (
3
(3)

where r
rp
() is the time-dependent pressure resistance of the
pipeline at the through-wall defect resulting from a burst. If
g
3
() 0, a burst is defined as a rupture; otherwise, it is a large
leak.
Utilizing g
1
(), g
2
() and g
3
(), one can define a small leak
as (g
1
() 0) (g
2
() > 0), a burst as (g
1
() > 0) (g
2
() 0), a
large leak as (g
1
() > 0) (g
2
() 0) (g
3
() > 0), and a
rupture as (g
1
() > 0) (g
2
() 0) (g
3
() 0), where
represents a joint event or an intersection. It follows that the
probability of burst equals the sum of the probabilities of large
leak and rupture.
RELIABILITY ANALYSIS METHODOLOGY
Time-dependent Reliability
Consider a reliability problem defined by the time-
dependent limit state function at time t, g(x, y(t)), where x is a
vector of time-independent random variables, and y(t) is a
vector of time-dependent random variables. The failure
probability within the time interval [0, ], i.e. the cumulative
failure probability at time , is given by [12]

{ } 0 )) ( , ( ], , 0 [ Pr ) ( = t g t P
f
y x (4)

where Pr{} denotes the probability of event and g(x, y(t))
0 represents the failure domain at time t. The corrosion
reliability problem considered in this study involves
monotonically decreasing pipe resistances; therefore, the failure
domain at time t (t ) is always a sub-domain of that at time .
In this case, the cumulative failure probability at time can be
calculated as:

{ } 0 )) ( , ( Pr ) ( = y x g P
f
(5)

Based on the FORM, the limit state surface in the standard
normal space at time can be approximated by the following
hyperplane [13]:

0 ) ( ) ( ) (
T
= u (6)

where () = (u()
*T
u()
*
)
0.5
is the reliability index; u()
*
is the
so-called design point on the limit state surface, which has
minimal distance to the origin in the standard normal space;
() is the unit normal vector to the limit state surface at the
design point u()
*
and given by u()
*
/(u()
*T
u()
*
)
0.5
, T
denotes transposition, and () is used to emphasize that the
quantity depends on time. The cumulative failure
probability at time is then evaluated as [13]

)) ( ( ) (
f
P
(7)

System Reliability Approach for Failure Mode Separation
System reliability
As described in the Limit State Function section, the
evaluation of the probability of small leak, large leak or rupture
involves multiple limit states; therefore, it is necessary to
employ the system reliability method to calculate the
probabilities corresponding to these failure modes. Consider a
system reliability problem defined by a set of limit state
functions g
k
(x), (k = 1, 2, , m), with the corresponding failure
domains of
= {g
() 0} (k = 1, 2, , m). The failure

domains for the series system and parallel system reliability are
defined as
= {g
() 0}
=1
and
= {g
() 0}
=1
, respectively, where represents a
union.
Let G
k
(u), (k = 1, 2, , m), denote the corresponding limit
state functions in the standard normal space. The limit state
surface G
k
(u) = 0 can be approximated by a tangent hyperplane
at the design point u
k
*
as follows [13]:

0 = u
T
k k
(8)

where
k
is the unit normal vector to the hyperplane
corresponding to G
k
(u) and given by u
k
*
/(u
k
*T
u
k
*
)
0.5
and
k
is
the reliability index for the k
th
limit state and calculated by
k
=
(u
k
*T
u
k
*
)
0.5
. It follows that G
k
(u) 0 (i.e.
k

k
T
u) and G
k
(u)
> 0 (i.e.
k

k
T
u) represent the failure domain and safe domain
associated with the k
th
limit state, respectively. The
correlation coefficient,
ij
, between two limit state surfaces
G
i
(u) = 0 and G
j
(u) = 0 has a geometric interpretation as shown
in Fig. 1 and is calculated as
ij
=
i
T
j
= cos
ij
.

Fig. 1 Geometry description of correlation coefficient

Given the above, the failure probability for a series system,
P
fs
, is approximated by (e.g. [13-14])

( ) ( )
(
=
(

= =

m
k
T
k k
m
k
k fs
P G P P
1 1
0 0 ) ( u u

( ) ) , ( 1 1
1
R u
m
m
k
k
T
k
P =
(
=
=

(9)

where,
m
(, R) is the m-variate standard normal cumulative
distribution function (CDF) with correlation matrix R=[
kl
]
(mm)
and evaluated at the thresholds = (
1
,
2
,,
m
)
T
;
kl
is the
correlation coefficient of component k and component l within
the system. The failure probability for a parallel system, P
fp
,
can be approximated by:

( ) ( )
(
=
(

= =

m
k
T
k k
m
k
k fp
P G P P
1 1
0 0 ) ( u u

( ) ) , (
1
R u =
(
=
=
m
m
k
k
T
k
P

(10)
The evaluations of Eqs. (9) and (10) involve the evaluation
of the multi-normal probability function,
m
(, R) or
m
(-,
R). If only two limit state functions are involved in a series or
parallel system,
m
(, R) or
m
(-, R) is simplified to a
bivariate normal CDF, which can be calculated using a single-
fold integral, e.g. the evaluation of
m
(-, R) is as follows:

+ = =
ij
dr r
j i j i ij j i

0
2 2 2
) , , ( ) ( ) ( ) , , ( ) , ( R
(11)

where
2
(-
1
, -
2
, r) denotes the bivariate standard normal
probability density function with correlation coefficient r. For
higher dimensions, numerical techniques for computing the
multi-normal probability have been reported in the literature
(e.g. [14-16]).
The bivariate normal CDF,
2
(-
i
, -
j
,
ij
), in Eq.(11) can
also be evaluated using the conditional reliability index method
[14, 17]. In this case,
2
(-
i
, -
j
,
ij
) is calculated as follows:

) ( ) ( ) , , ( ) , (
| 2 2 i j i ij j i
= = R
(12)

i ij
i ij j
i j
B
A
2
|
1

=
,
) (
) (
i
i
i
A

=
, ) (
i i i i
A A B =

(13)

Failure Mode Separation
Let = 0 denote the start of the forecasting period
considered in the time-dependent reliability analysis of a given
corrosion defect (e.g. = 0 may represent the time at which a
corrosion defect is first detected on a pipeline). Let
1
and
2

denote the times elapsed since the start of the forecasting period
for the defect to penetrate the pipe wall and to undergo plastic
collapse due to the internal pressure, respectively. The
probabilities of small leak and burst over a period of (0, ]
(>0), P
sl
() and P
bu
(), are defined as follows:

) Pr( ) (
1 2 1
< =
sl
P
(14)

) Pr( ) (
2 1 2
=
bu
P
(15)

Figures 2(a) and 2(b) schematically show the limit state
surfaces associated with g
1
() = 0 and g
2
() = 0, respectively, in
the standard normal space as well as the corresponding
reliability indices
1
and
2
. Note that for clarity the limit
state surfaces are shown as the approximate tangent
hyperplanes employed in the FORM analysis. Let P
12
()
denote the probability of the intersection of g
1
() 0 and g
2
()
0 as shown in Fig. 2(c), i.e. P
12
() = Pr(g
1
() 0 g
2
() 0).
The probability, P
12
(), can be split into two parts, namely
the probability of small leak (i.e.,
1
<
2
) and the probability
of burst (i.e.,
2

1
). It then follows that P
sl
() and P
bu
()
can be expressed as (see Fig. 2(d)):

) ( ) ( ) 0 ) ( (
) ( ) ( ) 0 ) ( 0 ) ( ( ) (
12 2 1
12 1 2 1

P w g P
P w g g P P
sl
=
+ > =
(16)

) ( ) ( ) 0 ) ( (
) ( ) ( ) 0 ) ( 0 ) ( ( ) (
12 1 2
12 2 1 2

P w g P
P w g g P P
bu
=
+ > =
(17)

where w
1
()P
12
() and w
2
()P
12
() equal the probabilities of
1
<
2
and
2

1
, respectively, and w
1
() + w
2
() = 1.0.


(a)

(b)

(c)

(d)
Fig. 2 Geometry descriptions of failure probabilities
The quantity P
12
() can be evaluated using the Terada and
Takahashi algorithm given by Eqs. (12)-(13). The evaluation
of w
1
() and w
2
() will be discussed in the next section.
The probabilities of rupture and large leak, P
ru
() and P
ll
(),
are given as

) ( ) | 0 ) ( ( ) 0 ) ( ( ) (
3 3

bu ru
P burst g P burst g P P = =
) ( )) ( (
| 3

bu b
P =
(18)

) ( ) ( ) (
ru bu ll
P P P =
(19)

According to the Terada and Takahashi algorithm, the
conditional reliability index,
3|b
, is given by:

) ( ) ( 1
) ( ) ( ) (
) (
2
3
3 3
| 3

b b
b b
b
B
A
=
,
)) ( (
)) ( (
) (

b
b
b
A

=
,
)) ( ) ( )( ( ) (
b b b b
A A B =

(20)

where
3
() is the reliability index corresponds to g
3
() 0, and
b
() equals

)) ( ( ) (
1

bu b
P
=

(21)

Because it is difficult to calculate the correlation coefficient
b3
() in Eq.(20),
b3
() is assumed to be approximately equal to
23
().
It is very difficult to evaluate the exact values of w
1
() and
w
2
(); therefore, two approximate methods were proposed,
namely the wedge integral method and probability weighting
factor method.
Wedge Integral Method
The quantity P
12
() is split in such a way (see Fig. 3) that the
two components corresponding to small leak and burst in the
intersection can be approximated by the wedge integrals [18].
The integral of a standard bivariate normal distribution over a
wedge-shaped domain as shown in Fig. 3 is expressed as

d d y x I
w
D
) ( ) ( ) , (
=
(22)
where I(x,y) is the integral over the wedge-shaped domain
D
w
={, : x/y, y} as shown in Fig. 3.
As illustrated in Fig. 3, P
12
() consists of two wedge-shaped
domains: D
w1
={
1
,
1
:
1

1
1
/
1
,
1

1
} and D
w2
={
2
,
2
:
2

2
2
/
2
,
2

2
}. The parameters
1
and
2
are the reliability
indices calculated from the FORM, whereas
1
and
2
are given
by

2
12
1 12 2
1
1
| |
= = BC
,
2
12
2 12 1
2
1
| |
= = AC
(23)

where |AC|, |BC| denote the geometric distance from A to C,
and from B to C, respectively.
In this study, the two-point Gaussian integration method
was employed to numerically evaluate the integrals over the
two wedge-shaped domains as shown in Fig. 3. The
probabilities of small leak and burst are then approximately
calculated as

))) ( ), ( ( )) ( ( ) (
1 1 1
I P
sl
=
)) ( ), ( ( ) ( )) ( (
2 2 12 1
I P + =

(24)

)) ( ), ( ( )) ( ( ) (
2 2 2
I P
bu
=
)) ( ), ( ( ) ( )) ( (
1 1 12 2
I P + = (25)

Fig. 3 Split components by Wedge integral

Probability weighting factor method
Based on the probability weighting factor method [19-20],
P
12
() is split using the probability weighting factors calculated
as follows:

)) ( ( )) ( (
)) ( (
) (
2 1
1
1

+

= w
,
)) ( ( )) ( (
)) ( (
) (
2 1
2
2

+

= w

(26)

It then follows that the probabilities of small leak and burst
can be calculated as:

) ( ) ( )) ( ( ) ( ) ( ) 0 ( ) (
2 12 1 2 12 1
w P w P g P P
sl
= =
(27)

) ( ) ( )) ( ( ) ( ) ( ) 0 ( ) (
1 12 2 1 12 2
w P w P g P P
bu
= =
(28)

Once the probability of burst is obtained, the probabilities of
large leak and rupture can be calculated using Eqs. (18) and
(19). The above-described methodology evaluates the
cumulative failure probabilities of small leak, large leak and
rupture at a given year ( = 1, 2, ). The unconditional
annual failure probabilities of small leak, large leak and
rupture, which are often of interest to pipeline engineers, are
then given by

) 1 ( ) ( ) ( =
sl sl sla
P P P

) 1 ( ) ( ) ( =
ll ll lla
P P P

) 1 ( ) ( ) ( =
ru ru rua
P P P

(29)
NUMERICAL EXAMPLES
The above-described methodology was applied to two
numerical examples to evaluate the probabilities of small leak,
large leak and rupture of corroding pipelines at individual
active corrosion defects. The calculated failure probabilities
were compared with those obtained from the simple Monte
Carlo (MC) simulation (10
7
simulation trials were used in this
study) to demonstrate the accuracy and efficiency of the
proposed methodology. The proposed methodology and
simple MC simulation were implemented in Matlab. For
simplicity, the defect depth (or length) for both examples was
assumed to grow with a constant rate over time, i.e., at a given
time , the maximum depth, d
max
(), and length, l(), are
calculated by d
max
() = d
0
+ g
d
and l() = l
0
+ g
l
, where d
0
, g
d
,
l
0
, g
l
denote the initial defect depth, depth growth rate, initial
defect length and length growth rate, respectively. However,
it should be pointed out that the proposed methodology is
equally applicable to other (e.g. nonlinear) defect growth
models. For both examples, we adopted the burst and rupture
capacity models given by Annex O of CSA Z662-07 [3]. The
burst capacity at given time , r
b
(), was calculated by

) 241 ( 35 ) 1 ( ) ( ) (
) 241 ( 35 ) 1 ( ) ( ) (
4 0 3 3
2 0 1 1
MPa ksi SMYS e r e r e r
MPa ksi SMYS e r e r e r
y c b
u c b
+ =
> + =

(30)
) 241 ( 35 3 . 2
) 241 ( 35 8 . 1
0
0
MPa ksi SMYS
D
wt
r
MPa ksi SMYS
D
wt
r
y
u
=
> =

(31)
) ) ( /( ) ( 1 (
) / ) ( 1 (
) (
0
wt m d
wt d
r r
a
a
c

=

(32)

50
) (
50
) (
293 . 3
) (
032 . 0
) (
003375 . 0
) (
6275 . 0 1
) (
2
2
2
2
2 2
>
|
|
.
|
\
|
+
=
wt D
l
wt D
l
wt D
l
wt D
l
wt D
l
m
(33)

where
u
and
y
represents the ultimate tensile strength and
yield strength, respectively; e
1
is a deterministic multiplication
model error term that equals 1.04; e
2
is an additive model error
term, defined by a normally distributed random variable with a
mean of -0.00056 and a standard deviation of 0.001469; e
3
is a
deterministic multiplication model error term that equals 1.17,
and e
4
is an additive model error term, defined by a normally
distributed random variable with a mean of -0.007655 and a
standard deviation of 0.006506. r
0
is the pressure capacity for
a defect-free pipe; D is the pipe diameter; r
c
() is the calculated
time-dependent pressure capacity for a corroded pipe; d
a
() is
the average defect depth and can be calculated from the
corresponding maximum defect depth, d
max
(), using the
maximum-to-average defect depth ratio (denoted by ), i.e.
d
a
() = d
max
()/, and m() is the Folias factor.
The rupture capacity at given time , r
rp
(), was calculated
by

) ( / ) (
0
m r r
rp
= (34)

The model error for r
rp
() was ignored in the analysis due to a
lack of relevant information.
The first example has an outside diameter of 508 mm
(NPS20), a nominal wall thickness of 6.14 mm and a nominal
operating pressure of 6.0 MPa, and is made from API 5L X60
steel with a nominal yield strength of 414 MPa and a nominal
tensile strength of 517 MPa. The second example has an
outside diameter of 914 mm (NPS 36), a nominal wall
thickness of 13.15 mm and a nominal operating pressure of 10
MPa, and is made from API 5L X79 steel with a nominal yield
strength of 483 MPa and a nominal tensile strength of 565
MPa. Three scenarios (see Table 1) in terms of the
probabilistic characteristics of the random variables that are
commonly used in practice were adopted to illustrate the
robustness of the proposed methodology. These statistics are
consistent with the information in the literature (e.g. [21]).
The unconditional annual probabilities of small leak, large leak,
rupture and burst estimated from the proposed method and the
MC simulation for the three scenarios are shown in Fig.4(a)
through Fig.4(c), respectively, for Example 1, and in Fig. 5(a)
through 5(c), respectively, for Example 2.

Table 1 Probabilistic characteristics of random
variables

a
The quantities in bracket are used for example 2;
b
-0.00056 and 0.001469 are the mean and standard deviation of e2,
respectively;
c
1.05 and 0.02 are applied to Gumbel distribution; 0.993 and 0.034 are applied
to Beta distribution with a lower bound of 0.8Nominal value and an upper
bound of 1.1Nominal value;
d
N-Normal; LN-Lognormal; W-Weibull; EP-Exponential; GB-Gumbel; BT-
Beta.

(
a
1
)

s
m
a
l
l

l
e
a
k

(
a
2
)

l
a
r
g
e

l
e
a
k

(
a
3
)

r
u
p
t
u
r
e

(
a
4
)

b
u
r
s
t

(a) Scenario 1

1.0E-07
1.0E-06
1.0E-05
1.0E-04
1.0E-03
1.0E-02
1.0E-01
1 2 3 4 5 6 7 8 9 10 11 12 13 14 15
A
n
n
u
a
l

f
a
i
l
u
r
e

p
r
o
b
a
b
i
l
i
t
y
Time elapsed since the last inspection (year)
MC simulation
FORM based_weighting factor method
FORM based_wedge integral method
1.0E-05
1.0E-04
1.0E-03
1.0E-02
1.0E-01
1 2 3 4 5 6 7 8 9 10 11 12 13 14 15
A
n
n
u
a
l

f
a
i
l
u
r
e

p
r
o
b
a
b
i
l
i
t
y
MC simulation
1.0E-06
1.0E-05
1.0E-04
1.0E-03
1.0E-02
1.0E-01
1 2 3 4 5 6 7 8 9 10 11 12 13 14 15
A
n
n
u
a
l

f
a
i
l
u
r
e

p
r
o
b
a
b
i
l
i
t
y
MC simulation
1.0E-05
1.0E-04
1.0E-03
1.0E-02
1.0E-01
1 2 3 4 5 6 7 8 9 10 11 12 13 14 15
A
n
n
u
a
l

f
a
i
l
u
r
e

p
r
o
b
a
b
i
l
i
t
y
MC simulation
(
b
1
)

s
m
a
l
l

l
e
a
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(
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)

l
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(b) Scenario 2
(
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s
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(c) Scenario 3

Figure 4 Time-dependent annual failure probabilities
for example 1
1.0E-07
1.0E-06
1.0E-05
1.0E-04
1.0E-03
1.0E-02
1.0E-01
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MC simulation
1.0E-06
1.0E-05
1.0E-04
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1.0E-01
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MC simulation
1.0E-06
1.0E-05
1.0E-04
1.0E-03
1.0E-02
1.0E-01
1 2 3 4 5 6 7 8 9 10 11 12 13 14 15
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MC simulation
1.0E-06
1.0E-05
1.0E-04
1.0E-03
1.0E-02
1.0E-01
1 2 3 4 5 6 7 8 9 10 11 12 13 14 15
A
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MC simulation
1.0E-05
1.0E-04
1.0E-03
1.0E-02
1.0E-01
1 2 3 4 5 6 7 8 9 10 11 12 13 14 15
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MC simulation
1.0E-05
1.0E-04
1.0E-03
1.0E-02
1.0E-01
1 2 3 4 5 6 7 8 9 10 11 12 13 14 15
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MC simulation
1.0E-06
1.0E-05
1.0E-04
1.0E-03
1.0E-02
1.0E-01
1 2 3 4 5 6 7 8 9 10 11 12 13 14 15
A
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MC simulation
1.0E-05
1.0E-04
1.0E-03
1.0E-02
1.0E-01
1 2 3 4 5 6 7 8 9 10 11 12 13 14 15
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MC simulation
(
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(a) Scenario 1
(
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(b) Scenario 2
1.0E-05
1.0E-04
1.0E-03
1.0E-02
1.0E-01
1 2 3 4 5 6 7 8 9 10 11 12 13 14 15
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MC simulation
1.0E-05
1.0E-04
1.0E-03
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1.0E-01
1 2 3 4 5 6 7 8 9 10 11 12 13 14 15
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MC simulation
1.0E-06
1.0E-05
1.0E-04
1.0E-03
1.0E-02
1.0E-01
1 2 3 4 5 6 7 8 9 10 11 12 13 14 15
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MC simulation
1.0E-05
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1.0E-03
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1 2 3 4 5 6 7 8 9 10 11 12 13 14 15
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MC simulation
1.0E-05
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1 2 3 4 5 6 7 8 9 10 11 12 13 14 15
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MC simulation
1.0E-06
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1 2 3 4 5 6 7 8 9 10 11 12 13 14 15
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MC simulation
1.0E-07
1.0E-06
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1 2 3 4 5 6 7 8 9 10 11 12 13 14 15
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MC simulation
1.0E-06
1.0E-05
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1.0E-01
1 2 3 4 5 6 7 8 9 10 11 12 13 14 15
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MC simulation
(
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)

s
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(
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2
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(c) Scenario 3

Figure 5 Time-dependent annual failure probabilities
for example 2

Given the large number of simulation trials used in the MC
simulation, the failure probabilities obtained from the
simulation are considered to have negligible statistical errors
and represent the benchmark values. The results shown in
Figs. 4 and 5 suggest that failure probabilities estimated using
the proposed methodology in general agree very well with
those obtained from the MC simulation, especially for the
probability of burst, i.e., the sum of probabilities of large leak
and rupture. The probability of large leak (or rupture) at given
time obtained from the FORM-based methodology is slightly
different from that calculated from the MC simulation. The
difference is mainly due to that the probability of burst is
approximately split into the probabilities of large leak and
rupture in the FORM-based methodology. It can be observed
that the differences between the probabilities of small leak
obtained from the FORM-based methodology and MC
simulation are relatively large if the initial defect depth and
depth growth rate are assumed to be lognormally distributed.
For example, the probability of small leak at = 10 years
obtained from the MC simulation is three times as high as that
calculated from the FORM-based method in Scenario 3 for
Example 2 (Fig. 5(c)), whereas this ratio is about 1.4 in
Scenarios 1 and 2 for the same example, where the initial depth
and depth growth rate are assumed to be Weibull distributed.
The results in Figs. 4 and 5 also indicate that the differences
between the failure probabilities evaluated using the wedge
integral method and probability weighting factor method are
negligible. Note that the latter method is more efficient than
the former method because it involves a two-point Gaussian
integration to evaluate the wedge integrals.
Compared with the MC simulation, the main advantage of
the proposed methodology lies in its high efficiency in
evaluating the time-dependent failure probabilities, especially
for cases involving low failure probabilities (e.g. below 10
-5
).
For example, the annual failure probabilities over a period of 15
years for each scenario of the two numerical examples
described above can be evaluated within approximately 5
seconds using the proposed methodology. In contrast, it takes
approximately 12 hours to complete the MC simulation for a
given scenario. The limitations of the proposed methodology
are mainly the same as those associated with the FORM, i.e.
numerical instability under certain conditions and large error
for highly non-linear limit state surfaces. Work is currently
being carried out to further examine the accuracy and
robustness of the proposed methodology.

CONCLUSION
We proposed an efficient reliability methodology that is
based on the FORM and system reliability analysis approaches
to evaluate the probabilities of small leak, large leak and
rupture of a pressurized pipeline containing an active corrosion
defect. Three time-dependent limit state functions were
established for the pipeline at the corrosion defect, namely
defect penetrating the pipe wall, plastic collapse of the pipe
wall due to internal pressure at the defect and unstable axial
1.0E-04
1.0E-03
1.0E-02
1.0E-01
1 2 3 4 5 6 7 8 9 10 11 12 13 14 15
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MC simulation
1.0E-05
1.0E-04
1.0E-03
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1.0E-01
1 2 3 4 5 6 7 8 9 10 11 12 13 14 15
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MC simulation
1.0E-07
1.0E-06
1.0E-05
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1.0E-01
1 2 3 4 5 6 7 8 9 10 11 12 13 14 15
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MC simulation
1.0E-05
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1.0E-01
1 2 3 4 5 6 7 8 9 10 11 12 13 14 15
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MC simulation
extension of the defect given plastic collapse. The distinction
between small leak, large leak and rupture was defined based
on the three limit state functions. The conditional reliability
index method was used to evaluate the joint probability of
defect penetrating the pipe wall and plastic collapse of the pipe
wall at the defect. The wedge integral and probability
weighting factor methods were used to split this joint failure
probability into the probabilities of small leak and burst. The
conditional reliability index method was also employed to
approximately split the probability of burst into the
probabilities of large leak and rupture. The proposed
methodology is illustrated using two pipeline examples. The
analysis results suggest that the failure probabilities estimated
using the proposed methodology in general agree very well
with those obtained from the simple Monte-Carlo simulation.
The proposed methodology is well suited for the reliability-
based integrity management of energy pipelines with respect to
metal-loss corrosion.
ACKNOWLEDGEMENTS
The authors gratefully acknowledge the financial support
provided by C-FER Technologies and the Natural Science and
Engineering Research Council of Canada (NSERC) through the
Collaborative Research and Development (CRD) program, and
by the Faculty of Engineering at Western University. The
constructive comments on the paper provided by Dr. Maher
Nessim from C-FER are much appreciated.

REFERENCES
[1] Kariyawasam, S. and Peterson, W., 2008, Revised
Corrosion Management with Reliability Based Excavation
Criteria, Proceedings of IPC 2008, IPC2008-64536,
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[2] Stephens, M. and Nessim, M. A., 2006, A Comprehensive
Approach to Corrosion Management Based on Structural
Reliability Method, Proceedings of IPC2006, IPC06-
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[3] CSA., 2007, Oil and Gas Pipeline Systems, CSA Standard
Z662-07, Canadian Standard Association, Mississauga,
Ontario, Canada.
[4] Nessim, M. A., Zhou, W., Zhou, J., Rothwell, B. and
McLamb, M., 2009, Target Reliability Levels for Design
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[8] Rubinstein, R. Y., 1981, Simulation and Monte Carlo
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[11] Bucher, C. G., 1988, Adaptive Sampling-An Iterative Fast
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[13] Ditlevsen, O. and Madsen, H. O., 1996, Structural
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[15] Gollwitzer, S. and Rackwitz, R., 1988, An Efficient
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[16] Ambartzumian, R. V., Der Kiureghian, A., Oganian, V. K.
and Sukiasian, H. S., 1998, Multinormal Probability by
Sequential Conditioned Importance Sampling: Theory and
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[17] Terada, S. and Takahashi, T., 1988, Failure-conditioned
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[18] Grauslund, H. and Lind, N. C., 1986, A Normal
Probability Integral and Some Applications, Structural
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[19] Mori, Y. and Kato, T., 2003, Multinormal Integrals by
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[20] Fu, G. and Moses, F., 1988, Importance Sampling in
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[21] Nessim, M. A. and Zhou, W., 2005, Target Reliability
Levels for the Design and Assessment of Onshore Natural
Gas Pipelines, Prepared for C-FER Technologies.

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AN EFFICIENT METHODOLOGY FOR THE RELIABILITY ANALYSIS OF

() 0} (k = 1, 2, , m). The failure

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