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Application of Probabilistic Models to the Response Analysis of Jack-Ups

M.J. Cassidy

Centre for Offshore Foundation Systems, The University of Western Australia, Australia

G.T. Houlsby and R. Eatock Taylor

Department of Engineering Science, Oxford University, United Kingdom

ABSTRACT

Confidence in the long-term use of jack-up platforms in deep water

and harsh environments requires appropriate models for their

assessment under dynamic loading conditions. In this paper

probabilistic models are used to develop further understanding of

this assessment. Particular emphasis is placed on achieving a

balanced approach in considering the non-linearities and

uncertainties in the structure, foundations and wave loading. A

method of calculating short-term extreme response statistics, while

including variability in parameters, is briefly outlined, and a

numerical experiment for typical central North Sea conditions

detailed. Long-term extreme response statistics are also evaluated,

and the quantitative influence of the probabilistic formulations of

the variables (as opposed to deterministic values) shown.

KEY WORDS: Jack-up, Reliability, Strain hardening plasticity,

NewWave, Extreme response statistics, Spudcan

foundations, Random variable

INTRODUCTION

Most analysis of jack-up units use deterministic models, i.e. the material

and geometric properties, loading conditions and actions are uniquely

specified. It is known, however, that there are parameters within the

models that are not unique, but have a range of possible values. By

using a probabilistic formulation of one or more of the material

properties, geometric dimensions or the actions on the structure, the

likelihood that the jack-up behaves in a certain way can be more

realistically evaluated. Within this paper, probabilistic methods are

used to develop an understanding of the response behaviour of jack-

ups.

In structural reliability theory, the failure probability of one component

is defined as

[ ] x d X f X G P P

X G X f

0 ) (

) ( 0 ) ( (1)

where ) ( X G is the failure function ( 0 ) ( X G is a failure state and

0 ) ( > X G a safe state), X is a set of k random basic variables, i.e.

[ ] [ ]

k

X X X X , , ,

2 1

K and ) (X f

X

the multi-variant density function

of X. For a component reliability analysis, failure criteria are usually set

on the limiting factors of strength or behaviour of the jack-up and are of

the form:

S R X G ) ( (2)

where R is the components resistance (or upper limit of

strength/behaviour) and S its serviceability (or calculated response

distribution from load effects). This failure region is shown in Figure 1

in a diagrammatic comparison of a deterministic and a probabilistic

analysis. In this paper response is defined as the horizontal movement

of the deck and therefore the limiting behaviour is the probability that

the deck displacement (S) will be greater than a specified value (R).

Confidence in this probabilistic approach depends on the following

factors:

The ability to evaluate the integral in Equation 1 accurately.

The accuracy of the failure function. In any reliability analysis,

the results can only be judged by the accuracy of the individual

modelling components used in the analysis. This is especially true

for highly interactive and non-linear processes, as seen in jack-ups.

With inappropriate and highly conservative assumptions, such as

use of pinned footings to represent the spudcan-soil interaction,

not only are the reliability results inaccurate, but the level of

uncertainty in them can be unacceptably high.

The probabilistic modelling of the uncertainty in the basic random

variables. The statistical spread assumed for random variables

needs to reflect their inherent variability, and this will be

investigated for application to jack-up dynamic response in this

paper.

NUMERICAL ANALYSIS MODEL JAKUP

A dynamic structural analysis program written at the University of

Oxford and named JAKUP has been used for the numerical experiments

detailed in this paper. The motivation behind JAKUP is the

development of a balanced approach to the analysis of jack-up units,

Paper No. 2001-JSC-153 Cassidy, M.J., Houlsby G.T. and Eatock Taylor, R. Page 2 of 8

with the non-linearities in the structural, foundation and wave loading

models taken into account.

Environmental Loading Model

Surface elevations and wave kinematics are evaluated using NewWave

theory (Tromans et al., 1991), with the extended Morison equation used

to calculate the hydrodynamic loads on the legs. The primary advantage

of NewWave theory is that although it is deterministic, it accounts for

the spectral composition of the sea. The surface elevation around an

extreme event is modelled by the statistically most probable shape

associated with its occurrence, and is given by the autocorrelation

function of the Gaussian process defining the sea-state. The continuous

time autocorrelation function is defined as

( )

0

2

) (

1

d e S r

i

(3)

with the time history of the extreme wave group proportional to ) ( r at

the region around 0 . The time relative to the initial position of the

crest is represented by

1

t t , where

1

t is the time when the extreme

event occurs. For a time lag of 0 , the autocorrelation function of

Equation 3 reduces to one, allowing the surface elevation of the

NewWave to be scaled efficiently. This is shown below in Equation 4.

The NewWave shape as defined by the autocorrelation function can be

discretised by a finite number (N) of component sinusoidal waves. As

there exists a unique relationship between wave number and frequency,

spatial dependency can also be included, leading to the discrete form:

N

n

n n n

X k d S X

1

2

) cos( ] ) ( [ ) , (

(4)

where is the surface elevation and

n

k and

n

the wavenumber and

frequency of the n

th

component respectively. As defined previously, is

the crest elevation,

d S

n

) ( the surface elevation spectrum and

the standard deviation corresponding to that wave spectrum. X = x - x

1

is the distance relative to the initial position with X = 0 representing the

wave crest. This allows the positioning of the spatial field such that the

crest occurs at a user-defined position relative to the structure, a useful

tool for time domain analysis.

The deterministic formulation of NewWave allows it to be conveniently

and efficiently implemented into structural analysis programs, such as

JAKUP. Furthermore, because it is based on linear theory, the water

wave particle kinematics can be easily obtained once the water surface

has been established. In the analyses described in this paper Wheeler

stretching was used to determine the kinematics within the wave crest

(Wheeler, 1970).

Figure 2 shows a NewWave wave profile evaluated in JAKUP for the

upwave and downwave legs of the example structure. A peak NewWave

crest of 12 m has been focussed on the upwave leg at the reference time

( 0 t ). For this case the sea-state is described by the JONSWAP wave

energy spectrum, with a significant wave height (H

s

) of 12 m and a

mean zero crossing period (T

z

) of 805 . 10 s.

Wind loading is specified in JAKUP by prescribing point loads at the

appropriate nodes.

Structural Model

JAKUP uses the finite element method with dynamics modelled by time

stepping and solved using the Newmark ( 25 . 0 , 5 . 0 ) solution

method. The structure is idealised as a two-dimensional bar-stool

model, with Figure 3 showing a diagram of the jack-up used. The mean

water depth was assumed to be 90 m, with the rig size and properties

typical of a three-legged jack-up used in harsh North Sea conditions.

The leg and hull are represented by elastic finite elements, with the

corresponding equivalent beam stiffnesses and masses shown in Figure

3. Example structural node locations and hydrodynamic modelling

coefficients for the leg sections are also shown. Non-linearities due to

P , Euler and shear effects are considered. However, one important

limitation in JAKUP is that no account is taken of non-linearities at the

leg-hull connection. Further details of the structural model can be found

in Martin (1994), Thompson (1996) and Williams et al. (1998).

Foundation Model

Allowing for a level of foundation fixity of spudcan footings reduces

critical member stresses (usually at the leg/hull connection) and other

critical response values (Chiba et al., 1986; Norris and Aldridge, 1992).

Furthermore, the natural period of the jack-up is reduced, usually

improving the dynamic characteristics of the rig. One of JAKUP's major

advantages is the implementation of Model C - a strain hardening

plasticity model describing the load-displacement relationship for

spudcan footings on dense sand.

1

Model C is based on a series of

experimental tests described by Gottardi et al. (1999).

The plasticity framework models the load-displacement relationship for

spudcans in essentially the same way a constitutive law for a metal (or

soil) relates stresses and strains. Loading is applied incrementally, and

the numerical plasticity model computes updated tangent stiffnesses for

each step. In Model C an empirical expression defines a yield surface in

three dimensional vertical, moment and horizontal loading space

( H R M V , 2 , ). (Note: moment is normalised by the radius of the

spudcan, R). The surface is defined by the best fit of experimental data.

It has a functional form of

( )

2

0 0 0

2

0 0

2

0 0

2 2 2

, 2 ,

V m h

R M aH

V m

R M

V h

H

H R M V f

,

_

,

_

( )

( )

0 1

2 1

2 1

2 1

2

0

2

0

2

2 1

2 1

,

_

,

_

1

1

]

1

+

V

V

V

V

(5)

This surface may be described as an eccentric ellipse in section on the

planes of constant V, and approximately parabolic on any section

including the V-axis (the term a determines the eccentricity of the

ellipse).

0

V determines the size of the yield surface and indicates the

intersection of the yield surface with the V-axis (H = 0 and 0 2 R M ).

The dimensions of the yield surface in the horizontal and moment

directions are determined by

0

h and

0

m respectively. The parameters

1

and

2

round the surface near 0

0

V V and 1

0

V V

respectively.

Any changes of load within this surface will result only in elastic

deformation. However, plastic deformation can result when the load

state touches the surface, with the plastic footing displacements

calculated from a flow rule. Although the shape of the Model C yield

surface is assumed constant, the size may vary, with the yield surface

expanding as the footing is pushed further into the soil and contracting

with footing heave. This expansion (or contraction) is defined by an

1

Model C follows Model A and Model B which are strain hardening

plasticity models described by Martin (1994) for spudcans on clay.

Paper No. 2001-JSC-153 Cassidy, M.J., Houlsby G.T. and Eatock Taylor, R. Page 3 of 8

empirical strain-hardening expression and is shown diagrammatically in

Figure 4. Details of an appropriate strain-hardening expression that

accounts for the conical shape of spudcans on dense sand can be found

in Cassidy and Houlsby (1999).

In strain-hardening plasticity theory, the response of the foundation is

expressed purely in terms of force resultants on the footing. It can

therefore be coupled directly to the numerical analysis of a structure.

2

Plasticity models, such as Model C, are particularly attractive in

modelling jack-ups as they allow the movement of the spudcans to be

evaluated, with differentiation between the actions of the three legs

possible.

A full description of Model C and its implementation into JAKUP can

be found in Cassidy (1999).

ANALYSIS OF JACK-UPS USING PROBABILISTIC METHODS

Response Surface Method (RSM)

If many combinations of probabilistically distributed variables are to be

examined, the number of analyses required in a Monte Carlo type

analysis becomes very large. This makes it unrealistic to carry out

sufficient analyses using a program such as JAKUP. An efficient way to

proceed is as follows. A specially selected set of JAKUP analyses is

used to determine a Response Surface which effectively encodes the

results of these analyses. The Response Surface (RS) is then used in

combination with probablilistically distributed variables to calculate

response statistics. Cassidy (1999) demonstrated that the RS method

provides an accurate method in this context, and can serve to reduce the

number of computations enormously.

The form of the response surface that has been chosen to model extreme

jack-up response is the versatile second-order polynomial with mixed

terms:

+ + + +

<

k

i

k

i

k

j i

k

j i ij i i i i

X X d X c X b a X S

1 1

2

) (

(6)

where

i

X and

j

X are the i

th

and j

th

components respectively of the set

of random variables. The terms a, b

i

, c

i

and d

ij

are the free parameters

needing evaluation

3

and the error of fit. The term S

represents the

service response predicted by the RS and in this paper the extreme

response calculated is horizontal hull displacement. However, the

method is equally applicable to other response criteria. The free

parameters are determined using the composite design method (see, for

instance, Myers and Montgomery, 1995) and regression analysis

(Cassidy, 1999).

This form of the RS was chosen for its ability to model response with

significant system curvature. Unfortunately, it carries no formal

resemblance to the actual surface resulting from the mechanical

modelling of jack-ups. However, with further developments it should be

possible to identify a surface shape resembling the physical processes

more closely.

2

Though first used as a geotechnical solution to another problem by Roscoe and

Schofield (1956), the use of force resultant models has recently been used in the

examination of jack-up performance (for instance by Schotman (1989), Martin

(1994), Thompson (1996) and Cassidy (1999)).

3

Total of ( ) 2 1 2 1 + + k k k parameters.

Distributions of Random Variables used in Numerical Experiments

Seven basic random variables are used in the numerical experiment

detailed here. Table 1 outlines these variables, their distribution type,

mean values and Coefficient of Variations. These variables were

selected based on the experience of previous studies found in the

literature (see Cassidy (1999) for details) and knowledge from the

authors experience. There are three types of basic random variables

used:

environmental loading,

structural modelling, and

foundation modelling.

A short description of the set of random variables (X) is given in Table

1, with further explanation below.

Environmental Loading

Variation in environmental loading has been attributed to uncertainties

in individual components used in formulating that load. Variation in the

Morison equation is considered by using the drag coefficient (

d

C ) as a

random variable. There is considerable uncertainty in its application

and this is reflected in values previously used in the literature, with

CoVs quoted around 20-25% (see for instance Thoft-Christensen and

Baker, 1982; Lseth and Bjerager, 1989; Lseth and Hauge, 1992;

Sigurdsson et al., 1994). Uncertainty due to the effect of marine growth

was considered to be included as a component of the uncertainty within

the Morison coefficient.

Wind and current are other variables influencing the force on a jack-up.

In reliability studies, wind can be described either in terms of wind

velocity (Thoft-Christensen and Baker, 1982) or, as is used here, a wind

force (Morandi et al., 1997).

Structural Modelling

An important variable found in the literature for the response of jack-

ups was the mass of the deck (Baker and Ramachandran, 1981;

Karunakaran, 1993; Morandi et al., 1997). Deck mass influences the

dynamic response and geometric non-linearities, as well as the pre-load

applied to the foundations. As Model C is very dependent on the pre-

load level (as it determines the initial yield size), in the numerical

experiments described here these two effects have been separated into

two variables: deck mass and pre-loading factor (see below).

Elasto-Plastic Foundation Model (Model C)

Due to limited data (in terms of both quantity and quality) there is a

large measure of subjective judgement when determining geotechnical

uncertainty (Gilbert and Tang, 1995). When probabilistic methods for

geotechnical models have been used, it has often been as an overall

uncertainty on the deterministic models results (see for example Nadim

and Lacasse (1992)). However, this was not the approach adopted here.

As was the case for the environmental and structural variability,

foundation uncertainty has been included as variation in components of

Model C, rather than uncertainty in the model itself. Incorporating

uncertainty or bias to the whole model is extremely difficult to quantify

and reduces any attempt to reflect the physical processes occurring. The

Model C parameters listed in Table 1 can be described as follows.

Shape of Yield Surface (

0

m ): The size of the widest section of the yield

surface in the moment plane ( V R M : 2 ) is determined by

0

m . This is

as defined in Equation 5 and shown in Figure 5. As rotational fixity at

Paper No. 2001-JSC-153 Cassidy, M.J., Houlsby G.T. and Eatock Taylor, R. Page 4 of 8

the foundations contributes to jack-up dynamic response levels, the

yield surface shape in the moment plane was considered important to

study. Therefore, the non-dimensional Model C parameter

0

m has been

expressed as a random variable.

Size of Yield Surface (pre-load factor): Before use at a site, jack-ups are

vertically pre-loaded by pumping sea-water into their ballast tanks. For

a JAKUP analysis using Model C this causes the yield surface for each

spudcan to expand to the size defined by the vertical pre-load. Before

wave loading is applied the load-state reduces vertically from the yield

surface into the elastic region (representing the unloading of the water

from the tanks) and this is shown in Figure 6. The pre-load factor is

defined as the ratio of pre-load to operational weight per spudcan.

Shear Modulus Factor (g): Elastic response of the soil needs to be

defined for any increments within the yield surface. Finite element work

has shown that cross coupling exists between the horizontal and

rotational footing displacements (Bell, 1991; Ngo-Tran, 1996), with a

linear elastic incremental force (V, M, H) -displacement (w, , u)

relationship of the form:

,

_

1

1

1

]

1

,

_

du

Rd

dw

h

k

c

k

c

k

m

k

v

k

GR

dH

R dM

dV

2

0

0

0 0

2 2 (7)

G is a representative shear modulus and R the radius of the footing.

Equation 7 is implemented in Model C with the elastic constant values

(

h m v

k k k , , and

c

k ) as evaluated by Bell

(1991)

for a Poissons ratio of

0.2. The shear modulus is estimated as:

a a

p

R

g

p

G

2

(8)

where

a

p is atmospheric pressure and the submerged unit weight

of sand. A non-dimensional shear modulus factor g has been defined

and is used here as a random variable to scale all of the elastic

coefficients.

The statistical distributions ascribed to the Model C parameters should

be considered as best judgements for this example numerical

experiment, not as definitive results.

Other Uncertainty

Uncertainty in the fit of the RS has not been included as it is expected

to be minimal. This assumption has been tested for a series of short-

term sea-states in Cassidy (1999). Additional basic variables were

investigated in a sensitivity study in Cassidy (1999), including the

inertia coefficient (C

m

), structural damping and parameters affecting the

strain-hardening expression of Model C. They did not significantly

affect the extreme jack-up hull displacement and therefore were not

used in the calculations presented in this paper.

NUMERICAL EXPERIMENT RESULTS

Short-Term Results (for a three-hour storm)

An example of the methodology to compile short-term extreme

response statistics for probabilistic random variables is outlined here.

The sea-state is characterised by the JONSWAP spectrum with

parameters H

s

= 12 m and T

z

= 805 . 10 s, representing conditions that

could describe a 100-year event in a central North Sea location.

For five discrete NewWave crest elevations that are representative of

the full range of wave heights in a three-hour storm, five separate

Response Surfaces were estimated using the central composite design

and regression analysis. In this 100-year case, the five NewWave crest

elevations were 3.5, 7, 10, 12 and 15 m. A total of 143 JAKUP runs

were used to fit each surface (for k = 7). Because of variability of

extreme wave amplitudes (described by the Rayleigh distribution for

short-term conditions), as well as the probabilistic occurrence of the

basic random variables, a method to incorporate both in the evaluation

of extreme response distributions is necessary, and follows these steps:

4

Step 1: In a Monte Carlo calculation, for the same set of random

variables (X) a response is calculated for each of the five NewWave

elevations using the Response Surfaces previously determined. A line

of best fit is evaluated for these five responses allowing interpolation

for intermediate crests.

Step 2: With an extreme wave elevation randomly calculated,

5

one

extreme response can be estimated from the random-set best-fit

polynomial of Step 1.

By repeating these steps for many sets of X, a statistical distribution of

the extreme response can be obtained. In this paper 10 000 sets of basic

random variables were simulated and 10 000 extreme wave amplitudes

used to evaluate the short-term distribution of extreme deck

displacements. Figure 7 shows this distribution and also compares it

with the distribution of extreme deck displacements calculated with

variable NewWave amplitudes, but with the basic variables at their

mean values (previously described in Cassidy (1999) and Cassidy et al.,

2000). The additional variation caused by the uncertainty in the basic

random variables is clearly shown. Two more observations from Figure

7 can be made:

The increase in displacement caused by the basic random variables

at large deck displacements is greater than the reduction at low

deck displacement levels. It is believed this is due to the non-linear

response to the basic random variables, and this is discussed

further in the following section on long-term distributions.

The two curves intersect below the 50% exceedence level, at about

38 . 0 ) ( x Q when 36 . 0

deck

m. Again, reasons for this are

explored in the following section.

Long-Term Distributions

With the short-term RSM methodology established, example long-term

conditions were considered in order to:

estimate probability of exceedence values by convoluting the

short-term Response Surfaces with return period; and

compare the probability of exceedence estimates using

probabilistic basic random variables with the values calculated

using just their deterministic mean values (previously evaluated

and described in Cassidy (1999) and Cassidy et al. (2000)).

The example long-term conditions are shown in Table 2. Furthermore,

the five NewWave elevations (

5 2 1

, K ) used to evaluate the

Response Surfaces are detailed. The experiments included wind and

current, with their mean ( ) and standard deviations ( ) also shown

in Table 2.

4

This method is similar to that described in Cassidy (1999) and Cassidy et al.

(2000) for evaluating short-term extreme response statistics of random waves

(but with all other properties deterministic).

5

Evaluated by Monte Carlo simulation of the number of waves in the short-term

time period (Ncrest) using the Rayleigh distribution of wave elevations.

Paper No. 2001-JSC-153 Cassidy, M.J., Houlsby G.T. and Eatock Taylor, R. Page 5 of 8

Figure 8 shows the extreme deck displacement distributions evaluated

with statistical variation in the basic random variables (or random-

variable distributions) and compares them with the short-term

distributions calculated for the mean values of the basic variables (or

mean-variable distributions). Table 3 outlines all of the statistical

properties of the extreme response distributions (mean values and

CoVs). A considerable increase in CoVs for the random-variable

distributions is observed for all sea-states. Although for a return period

of 1-year the mean deck displacement is virtually the same (for the

random-variable and mean-variable curves), there is a steady increase in

the mean response for the random-variable extreme deck displacement

distributions for longer return periods, as is shown by the percentage

increases in Table 3.

For the 1-year return period, the intersection of the mean-variable and

the random-variable distributions on the cumulative distribution plot of

Figure 8 is at approximately 5 . 0 ) ( x Q . For the other short-term

distributions, however, as the sea-states become less probable the

intersection is at progressively lower ) (x Q values, crossing at around

26 . 0 ) ( x Q for the 10

5

-year sea-state. An explanation considering the

linearity (or otherwise) of the response to each of the random variables

is explored further here.

Firstly, assume the change in response to all of the random variables is

linear, i.e. for the same probability of occurrence of the random

variables value at a distance from its mean, either lower or higher,

the reduction in response is the same as the increase. This is shown in

Figure 9 (a). For this case, the mean-variable and the random-variable

extreme response distributions should intersect at 5 . 0 ) ( x Q .

Furthermore, as shown in Figure 9 (b), the variation of the random-

variable curve away from the mean-variable extreme response

distribution should be of the same magnitude for both 5 . 0 ) ( < x Q and

5 . 0 ) ( > x Q . On the other hand, if the response to a random variable is

non-linear, the random-variable extreme response distribution becomes

skewed. If, as in Figure 9 (c), the additional response is relatively larger

for the same probability away from the mean as it is smaller, then the

distributions should intersect at 5 . 0 ) ( < x Q (assuming more than one

random variable). Additionally, the random-variable distribution will

not have the same difference in variability, but will show a larger

change in response at high ) (x Q values, as indicated in Figure 9 (d).

This is a simplistic explanation and one which becomes more complex

with competing non-linearities and cross-term effects.

For the 1-year sea-state the majority of runs used to evaluate the RS

were within the initial Model C yield surface (only a few of the runs for

the highest NewWave elevation of 11m caused expansion of the yield

surface). Therefore, the runs were all within the foundations elastic

region and the footings were acting as linear springs. In this situation,

the Model C parameters

0

m and the pre-load factor had no effect on

the response. The remaining parameters, especially

d

C and wind load,

have an approximately linear effect on the horizontal deck

displacement, and this is reflected in the extreme response distribution

for the 1-year sea-state shown in Figure 8.

As the sea-states become harsher, the Model C parameters become more

important and more non-linear. For example, with all of the other

variables at their mean level and only

0

m varied for the 10

5

-year sea-

state and a NewWave amplitude of 19 m, the deck displacement

calculated by JAKUP is increased by 219 . 0 m for

0

m at two standard

deviations below its mean, but only decreased by 122 . 0 m for

0

m at

two standard deviations above its mean. This influence would be

increased when cross terms are considered, especially due to the

increase in load caused by higher

d

C values. It is these non-linear

effects which are thought to create the skewed curves described by

Figure 8.

Long-Term Extreme Responses

Convolution of the short-term distribution with the assumed logarithmic

distribution of sea-state occurrence gives long-term probability

predictions of response. However, as sea-states do not occur in discrete

intervals, the extreme response distribution of any intermediate sea-state

must be adequately estimated to evaluate this convolution numerically.

A method of scaling the normalised (by the 50% exceedence value) 1 in

100 year distribution is used to estimate values in intermediate sea-

states. Details of this scaling method can be found in Cassidy (1999) or

Cassidy et al. (2000).

Long-term extreme exceedence probabilities have been calculated for

the horizontal deck displacement of the example jack-up for the

statistical distributions of random variables outlined in Table 2, and are

shown in Figure 10. The estimates are significantly larger than the

annual probability of exceedence values calculated for just the mean

deterministic values of the basic random variables (Cassidy, 1999). This

can be explained by the increased variability observed in the short-term

random-variable extreme response distributions. For all sea-states (apart

from the 1-year return period) the variations in the basic random

variables caused larger mean deck displacements for the short-term

distributions (as outlined in Table 3). This, as well as the fact that the

short-term response is relatively larger at high ) (x Q , and that the

curves cross at lower ) (x Q levels as the sea-state return period

increases, means that the long-term exceedence prediction is

significantly increased. It is believed that if a linear foundation model

was used, the difference in long-term exceedence estimates would not

be as large.

CONCLUSIONS

This paper is concerned with the dynamic analysis of jack-up units. A

balanced approach to non-linearites was taken. This included use of a

plasticity model for the load-displacement behaviour of spudcans on

sand, NewWave theory for evaluating wave loading, and inclusion of

P , Euler and shear effects in the structural model. Physical and

modelling uncertainties were considered using a probabilistic analysis

approach and the RSM. It was found that accounting for the uncertainty

in the values of a set of basic random variables significantly affected the

extreme response statistics.

For short-term statistics there was an increase in CoV values due to the

probabilistic formulations. Furthermore, for increasing sea-state

severity, the 50% exceedence response value increased in comparison

with the equivalent deterministic approach. Both of these affected long-

term estimates, giving increased annual probability of exceedence

results. Accounting for the probabilistic distributions of random

variables was therefore shown to be important.

ACKNOWLEDGEMENTS

Support from the Rhodes Trust for the first author is gratefully

acknowledged.

REFERENCES

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Bell, R.W. (1991). The analysis of offshore foundations subjected to combined

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random waves, D.Phil Thesis, University of Oxford.

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171-180.

Table 1 - Set of seven basic random variables used in numerical

experiments

Random

variable

number

(Xi)

Basic

variable

Category Description Mean value

(X)

Distrib-

ution

CoV

(%)

1 u loading Current (uniform

with depth)

0.8 m/s Normal 20

2 Cd loading Drag coefficient 1.1 Normal 20

3 wind loading Wind loading

(applied at deck)

1.35E6 N Normal 10

4 mass of

hull

structural Mass of hull 16.1E6 kg Normal 10

5 m0 Model C Dimension of

yield surface in

the moment

direction

0.086 Normal 15

6 pre-load

factor

Model C Scales initial size

of yield surface

(V0)

1.925 Normal 10

7 g Model C Shear modulus

factor (affects

elastic constants)

4000 Log-

normal

37.5

Table 2 Sea-states and NewWave elevations used in the long-term

numerical experiments

Return

period

(year)

Hs

(m)

Tz

(s)

1

(m)

2

(m)

3

(m)

4

(m)

5

(m)

(wind)

(MN)

(wind)

(MN)

(curr.)

(m/s)

(curr.)

(m/s)

1 8.98 9.35 2.5 4.5 6.5 8.5 11 0.756 0.0756 0.599 0.1198

10 10.60 10.16 3.0 5.5 7.5 10 14 1.053 0.1053 0.707 0.1414

100 12.00 10.81 3.5 7.0 10 12 15 1.350 0.1350 0.800 0.16

10

3

13.25 11.36 4.0 7.5 10.5 13 17 1.647 0.1647 0.884 0.1768

10

4

14.40 11.84 4.5 8.0 11 15 18 1.944 0.1944 0.960 0.1920

10

5

15.46 12.27 4.75 10 13 16 19 2.241 0.2241 1.031 0.2062

Table 3 Statistical properties of the short-term extreme deck

displacement distributions

All Xi with mean values

(Cassidy, 1999)

All Xi include statistical

variability

Return

Period

(year)

( )

deck

(m)

CoV (%)

( )

deck

(m)

CoV (%)

Percentage

increase in

( )

deck

10 0.278 17.81 0.291 31.59 4.7

100 0.400 20.58 0.433 35.66 8.3

10

3

0.596 22.15 0.660 36.67 10.7

10

4

0.857 22.68 0.952 36.82 11.1

10

5

1.141 22.86 1.294 38.72 13.4

Vertical plastic

displacement

M/2R

H

Vertical load

penetration curve

Yield surface in

(V, M/2R , H) load space

V

0

Expansion

of surface

Basic Random Variables (X) Response Response

Analysis Model

Basic Random Variables (X) Response Response

Analysis Model

Resistance (R)

failure region

(S>R)

Input Parameters Component ServiceResponse( S) Failure Check

Deterministic Analysis:

Probabilistic Analysis:

p

r

o

b

a

b

i

l

i

t

y

d

e

n

s

i

t

y

f

u

n

c

t

i

o

n

p

r

o

b

a

b

i

l

i

t

y

d

e

n

s

i

t

y

f

u

n

c

t

i

o

n

Service (S) Resistance (R)

Service (S)

Figure 1 - Illustration of deterministic and probabilistic methods

-12

-8

-4

0

4

8

12

-100 -80 -60 -40 -20 0 20 40 60 80 100

time (s)

s

u

r

f

a

c

e

e

l

e

v

a

t

i

o

n

(

m

)

upwave legs

downwave leg

Figure 2 - NewWave surface elevation at the upwave and

downwave legs

M

e

a

n

w

a

t

e

r

d

e

p

t

h

9

0

m

80m

35.2m

Upwave Downwave

Two legs

Single leg

51.96m

Values:

For a single leg:

E = 200 GPa

I = 15 m

4

A = 0.6 m

2

M = 1.93x10

6

kg

A

s

= 0.04 m

2

G = 80 GPa

D

E

= 8.44 m

A

h

= 3.94 m

2

C

d

= 1.1 (mean value)

C

m

= 2.0 (mean value)

For hull:

I = 150 m

4

A

s

= 0.2 m

2

M = 16.1x10

6

kg (mean

value)

For spudcans:

R = 10 m

Structural Damping 2% of

Critical (mean value)

Figure 3 - General layout of idealised jack-up used in the analyses

Figure 4 - Expansion of yield surface with plastic vertical

displacement

M/2R

V

V

0

m

0

V

0

Figure 5 Size of the yield surface in the M/2R:V plane

V

H

Initial yield surface in

(V, M/2R , H) load

space

V

initial service

M/2R

V

0

pre-load

Pre-load = V

0

pre-load

/ V

initial service

Figure 6 Definition of basic random variable Pre-load

Hs = 12 m

T z = 10.805 s

= 12 m

upwave

leg

downwave

leg

x = 0m x = 51.96m

V

Paper No. 2001-JSC-153 Cassidy, M.J., Houlsby, G.T. and Eatock Taylor, R. Page 7 of 8

0

0.1

0.2

0.3

0.4

0.5

0.6

0.7

0.8

0.9

1

0 0.1 0.2 0.3 0.4 0.5 0.6 0.7 0.8 0.9 1

x = response of deck displacement (m)

Q

(

x

)

=

P

(

d

e

c

k

d

i

s

p

l

a

c

e

m

e

n

t

<

x

)

mean variable values used (Cassidy, 1999)

variation in random variables

Figure 7 - Extreme deck displacement distributions for the

100-year sea-state with and without variation in the

basic variables

0

0.1

0.2

0.3

0.4

0.5

0.6

0.7

0.8

0.9

1

0 0.2 0.4 0.6 0.8 1 1.2 1.4 1.6 1.8 2

x = response of deck displacement (m)

Q

(

x

)

=

P

(

d

e

c

k

d

i

s

p

l

a

c

e

m

e

n

t

<

x

)

1 in 1 year

1 in 10 year

1 in 100 year

1 in 1000 year

1 in 1E4 year

1 in 1E5 year

thick line = random-variable dist.

thin line = mean-variable dist.

Figure 8 - Distributions for six short-term sea-states with and

without variation in the basic variables

r

e

s

p

o

n

s

e

r

e

s

p

o

n

s

e

p

r

o

b

.

d

e

n

s

i

t

y

f

u

n

c

t

i

o

n

p

r

o

b

.

d

e

n

s

i

t

y

f

u

n

c

t

i

o

n

mean

mean

Q(x)

x = response

Q(x)

x = response

1.0

0.5

1.0

0.5

(a) Linear response

(d) (c) Non-linear response

(b)

intersects at

Q(x) < 0.5

variation from mean

curve is greater at

Q(x) > 0.5

mean curve

random var.

curve

mean curve

random var.

curve

Figure 9 - Comparison of linear and non-linear response to

short-term statstics

1.E-09

1.E-08

1.E-07

1.E-06

1.E-05

1.E-04

1.E-03

1.E-02

1.E-01

1.E+00

0 0.5 1 1.5 2 2.5 3 3.5 4 4.5 5 5.5 6

horizontal deck displacement (m)

a

n

n

u

a

l

p

r

o

b

a

b

i

l

i

t

y

o

f

e

x

c

e

e

d

e

n

c

e

random variables

mean values of random variables

Figure 10 - Comparison of annual probabilities of exceedence of

deck displacements for variable input parameters and

their mean values (including wind and current)

Paper No. 2001-JSC-153 Cassidy, M.J., Houlsby, G.T. and Eatock Taylor, R. Page 7 of 8

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