ARTICLE IN PRESS

Reliability Engineering and System Safety ] (]]]]) ]]]]]]

www.elsevier.com/locate/ress

Strong exploration of a cast iron pipe failure model

M. Moglia, P. Davis, S. Burn
CSIRO Manufacturing and Infrastructure Technology, Graham road, Highett, Vic. 3190, Australia
Received 11 November 2005; received in revised form 5 September 2006; accepted 25 March 2007

Abstract
A physical probabilistic failure model for buried cast iron pipes is described, which is based on the fracture mechanics of the pipe
failure process. Such a model is useful in the asset management of buried pipelines. The model is then applied within a Monte-Carlo
simulation framework after adding stochasticity to input variables. Historical failure rates are calculated based on a database of 81,595
pipes and their recorded failures, and model parameters are chosen to provide the best t between historical and predicted failure rates.
This provides an estimated corrosion rate distribution, which agrees well with experimental results. The rst model design was chosen in
a deliberate simplistic fashion in order to allow for further strong exploration of model assumptions. Therefore, rst runs of the initial
model resulted in a poor quantitative and qualitative t in regards to failure rates. However, by exploring natural additional assumptions
such as relating to stochastic loads, a number of assumptions were chosen which improved the model to a stage where an acceptable t
was achieved. The model bridges the gap between micro- and macro-level, and this is the novelty in the approach. In this model, data can
be used both from the macro-level in terms of failure rates, as well as from the micro-level such as in terms of corrosion rates.
r 2007 Elsevier Ltd. All rights reserved.
Keywords: Probabilistic model; Limit-state model; Monte-Carlo simulation; Cast iron pipe failures; Corrosion rates

1. Introduction
In Australia, the ratio of infrastructure to population is
relatively high, and much of the infrastructure including
water reticulation systems was constructed in the peak
period after the end of the Second World War [1]. For
many Australian water authorities, cast iron pipes account
for a considerable portion of buried water pipe assets. As
per the Australian Standards for Risk Management [2],
infrastructure renewal and rehabilitation strategies should
be based on risk analysis, which requires assessment of
future failure rates and sometimes failure probabilities, as
well as the potential costs of failures.
Smaller diameter pipes, between 40 and 300 mm, are
used for reticulation and are often classied as reactive
assets. Since the consequences of failure are generally low
for this group of pipes, these pipe assets can generally be
allowed to operate until failure. Because many water
utilities collect and keep large volumes of historical failure
Corresponding author. Tel.: +61 3 9252 6025; fax: +61 3 9252 6249.

E-mail address: Magnus.Moglia@csiro.au (M. Moglia).

data for these assets, the future failure rates in such mains
are commonly forecasted using statistics [3]. In contrast,
larger diameter trunk mains, with a diameter between 300
and 600 mm, are usually classied as proactive because
relatively severe economic/social/environmental consequences are incurred upon failure and therefore proactive
asset management measures are used. An example of a
proactive measure is active cathodic protection for a large
diameter supply main under a road in a Central Business
District. Although proactive assets are comparable in age
to reactive assets (up to 130 years old), proactive mains
often do not have signicant failure histories.
Because of the need for assessing the risk of failure for
proactive pipe assets, water utilities in Australia have
started using non-destructive testing to quantify the
condition of these assets. Examples are the use of
electromagnetic tools to measure remaining un-corroded
wall thickness, or the measurement of soil environment
properties to identify areas of high corrosivity. In the
absence of historical failure data, physical probabilistic
failure models can be used in the rst instance to forecast
future condition and failure probabilities of proactive

0951-8320/$ - see front matter r 2007 Elsevier Ltd. All rights reserved.
doi:10.1016/j.ress.2007.03.033
Please cite this article as: Moglia M, et al. Strong exploration of a cast iron pipe failure model. Reliab Eng Syst Safety (2007), doi:10.1016/
j.ress.2007.03.033

ARTICLE IN PRESS
M. Moglia et al. / Reliability Engineering and System Safety ] (]]]]) ]]]]]]

Nomenclature
b0
cYear
D
fYear
F
L
M
p
pc
Pe
Ps
Q
R

original pipe wall thickness (m)

pipe construction year
pipe mean diameter (m)
failure observation year (a year in which
failures have been recorded)
failure year effect (systematic variation) for a
failure year
square sum of deviations between simulated
and observed failure rates
matching rate for a failure year
applied internal pressure (MPa)
critical internal pressure (MPa)
external load (kPa)
soil load (kPa)
failure exposure at pipe age t
maximum corrosion rate stochastic variable
(m/year)

mains; with condition monitoring used to rene the

probability of failure where the cost associated with risk
mitigation warrants it.
Recent research in Australia has combined results from
condition assessment, soil environment mapping and
physical probabilistic modelling to provide asset management strategies for proactive mains [4,5]. These models are
in the formulative stages and must be assessed and
explored if they are to be used for asset management
purposes.
2. Methodology of developing a probabilistic model
Deterministic models of cast iron failures have been
proposed that require very specic (micro-level) pipe
and failure data, and these models are mainly useful in
controlled environments that do not represent the
natural random element of degradation or the full range
of environments that pipes are typically exposed to.
However, using probabilistic modelling to represent
the elements of randomness as well as the lack of
knowledge of environmental, operational and loading
conditions can to some extent overcome the drawbacks
of the deterministic models. For a review of some physical
probabilistic models for pipe failure prediction, see Rajani
and Kleiner [6]. An alternative approach is to apply fuzzybased modelling to incorporate scarce eld data and expert
opinion [7].
However, a key drawback of the probabilistic representation is that it increases the computational complexity of
models. Methods such as the First-Order Second Moment
(FOSM) and First-Order Reliability Method (FORM) are
elementary methods in Structural Reliability Theory [8,9].
While FOSM relies on assumptions of Normal distribution
and local linearity, methods such as the FORM, Second-

S
t
T
w
W
Wc
y
Y
yt
a
g
Z
l
sf
s0

Weibull survival function

pipe age
recording rate for a failure year
pipe length
external load (kN/m)
critical external load (kN/m)
value of the stochastic variable Y
stochastic variable describing the number of
failures at pipe age t
number of observed failures at pipe age t
Weibull distribution scale parameter
rate of reduction, in tensile strength with
increasing pit depth (MPa/m)
Weibull distribution shape parameter
failure frequency at pipe age t, a parameter of a
Poisson distribution
nominal tensile strength of the pipe wall
inherent tensile strength of the pipe wall

Order Reliability Method (SORM) and time-variant

analyses largely sidestep such limitations [8]. In this study,
the FOSM method was initially tried extensively for the
calculation of probabilities of failure using the chosen
deterministic pipe failure representation [5], but it was
found that because of making these assumptions, the
FOSM method in this case provides inaccurate results [5].
Rahman [10] used FORM/SORM as well as Monte-Carlo
simulation in a probabilistic fracture analysis of circumferential through-walled-cracked pipes subject to bending
loads. In that study, Rahman achieved similar accuracy
using FORM/SORM as with Monte-Carlo simulation, but
the Monte-Carlo simulation used considerable larger
amounts of CPU time. In another study on probabilistic
leak-rate analysis of nuclear piping and piping welds by
Rahman [11], Monte-Carlo simulation was used as the
chosen methodology. For the purpose of the current study,
where exibility in developing and changing the physical
model is imperative, Monte-Carlo simulation is chosen as a
computational tool. Within the scripting programming
environment used, Monte-Carlo simulation is quick and
easy to set up, and the CPU time is by no means a limiting
factor.
Monte-Carlo simulation bypasses the problem of
computational complexity by using the brute force of
modern computers and a major advantage of the
Monte-Carlo simulation methods is that it provides
considerable exibility about changing model assumptions.
This method therefore lends itself well to strong
exploration as described by Richardson [12]. In conclusion,
the model presented in this paper has its basis in a
deterministic representation of pipe failure, which is
extended by modelling uncertainty in a probabilistic manner. Monte-Carlo simulation is used to estimate
failure rates in a population of pipes.

Please cite this article as: Moglia M, et al. Strong exploration of a cast iron pipe failure model. Reliab Eng Syst Safety (2007), doi:10.1016/
j.ress.2007.03.033

ARTICLE IN PRESS
M. Moglia et al. / Reliability Engineering and System Safety ] (]]]]) ]]]]]]

This paper describes the development of this model to a

stage where it is shown to acceptably replicate historical
failure rates. This is done in the following steps:
1. development of a basic limit state representation of a
pipes failure processes;
2. adding stochasticity to the limit state representation to
deal with the uncertainty in degradation;
3. placing the stochastic model in a Monte-Carlo simulation framework;
4. identifying a homogeneous pipe population and its
associated pipe and failure data set to be used for testing
purposes, and based on these data:
(a) calculating observed failure rates as a function of age,
(b) using the simulation framework to predict failure
rates as a function of age,
(c) compare the historical and predicted failure rates;
5. explore and select physically meaningful assumptions in
order to evaluate which assumptions provide value for
money in terms of incremental predictive capacity.
It is recognised that calibration and benchmarking of the
model against multiple data sets is required for full
verication and this is currently being addressed.
3. Limit state representation
The ability of a CI pipe in the eld to withstand inservice loading conditions is reduced by the external
surface corrosion that can occur in aggressive soil
environments. Following Olliff and Rolfe [13], the failure
criterion for a buried CI pipe under combined pressure and
external loads is given by
 2
p
W

X1,
(1)
pc
Wc
where p and W are the applied internal pressure (in MPa)
and external load (in kN/m), respectively. pc is the critical
internal pressure required for failure in the absence of an
external load and Wc is the critical external load required
for failure with no internal pressure. Experimental investigations by Schlick [14] have also illustrated that the
failure condition of a cast iron pipe subjected to combined
internal pressure p and an external three-edge load w is well
captured by Eq. (1). pc (in MPa), and Wc (in kN/m) can be
written in terms of the nominal tensile strength of the pipe
wall sf [13].
2sf b0
1048sf b20
; Wc
,
(2)
D
D
where b0 is the original pipe wall thickness (in m) and D is
the pipe mean diameter (in m).
The applied external load W in Eq. (1) is comprised of
separate components from soil dead loads and surface
loads [6].
pc

W Pe Ps D b0 ,

(3)

where Pe is the soil load (in kPa) and Ps is the surface load
(in kPa). As corrosion proceeds, the resistance of a pipe to
withstand service loads is reduced. sf can be related to the
extent of corrosion damage in the pipe wall using fracture
mechanics theory or loss of section analysis. As reported by
Atkinson et al. [15], the loss of section analysis, assuming
that the corrosion simply reduces the pipe wall thickness,
provides a better correlation with experimental data. Based
on experimental data from Atkinson et al. [15], the
dependency in CI pipes of nominal tensile strength sf on
maximum pit depth, d(t) (in m/year), can be written as


dt
sf max 0:4s0 ; s0  g
.
(4)
b0
It should be noted that Eq. (4) is based on an empirical
t to experimental data obtained by Atkinson et al. [15].
This study subjected a number of 1-m long lengths of
exhumed cast iron pipe to three- and four-point exural
bending tests. The nominal tensile stress sf was calculated
from the load required for failure and the distance between
supports in each test. The resultant fracture surfaces from
each test were examined to determine the maximum
corrosion defect at the fracture initiation site in each test.
Although the composition of individual cast iron pipes
used in this experimental study was not reported, microstructural examination of each sample showed some
variation in the graphite ake size and shape. Therefore,
the applicability of Eq. (4) to a separate set of cast iron
pipes is unclear. However, in the absence of new experimental data, the relationship based on data in the literature
provides a useful rst approximation.
According to Eq. (4), the remaining nominal tensile
strength can only reduce to 40% of the original value. This
is interpreted as the remaining strength of a fully corroded
(graphitised) pipe, and is based on the experimental
observations by Atkinson et al. [15]. This lower limit on
the nominal tensile strength is later introduced as an
estimable model parameter. The maximum pit depth
growth is described by
dt Rt,

(5)

where d(t) is the maximum pit depth as a function of pipe

age t. g is the rate of reduction, in MPa/m, in nominal
tensile strength with increasing pit depth. s0 is the inherent
tensile strength of the pipe material (in MPa) in the absence
of any corrosion damage. A value of s0 190 MPa is used.
R is a variable for the deepest pits corrosion rate (in
m/year) and t is the pipe age (in years).
It is recognised that there is evidence in the literature that
corrosion processes often proceed in a non-linear way [16].
However, because of difcult access, very little is known
about the time dependence of corrosion rates for buried
metallic pipelines, although one study has tentatively
addressed this problem [17]. For the chosen data set, with
pipe ages between about 25 and 50 years however, there
appears to be no real incentive for closer investigation of
time-dependent corrosion rates. For these reasons, a

Please cite this article as: Moglia M, et al. Strong exploration of a cast iron pipe failure model. Reliab Eng Syst Safety (2007), doi:10.1016/
j.ress.2007.03.033

ARTICLE IN PRESS
M. Moglia et al. / Reliability Engineering and System Safety ] (]]]]) ]]]]]]

constant corrosion rate is proposed in the early stages of

this investigation, but in the future stages of this modelling
exercise, attempts will be made to explore the benets of
including time-dependent corrosion rates.
4. Adding stochasticity to the corrosion rate
Whilst the described basic deterministic model can be
used to predict failure times, its use has been restricted to
laboratory tests under precisely controlled corrosion rates
and loading conditions. However, there is inherent randomness in the degradation, and additionally, in practice buried
CI pipes will be subjected to a range of operating conditions
and corrosive environments. This randomness and uncertainty must be incorporated into the failure model. To
develop a physical probabilistic failure model, the maximum
corrosion rate, R, can no longer be treated as a single-valued
quantity, but must be described by a random, stochastic
variable. Because of the maximum value property of R,
skewed distributions with various tail thicknesses, such as a
Lognormal distribution or an extreme value distribution like
Weibull or Gumbel, may be attempted for describing the
maximum corrosion rate [1820]. In a previous study
involving buried CI pipes [4], it was found through
application of goodness of t tests to eld corrosion data
that the Weibull distribution provides a good model for the
variability of corrosion rates in buried CI pipes. The Weibull
distribution was also found useful in another study [15].
Therefore, R, is chosen as a stochastic variable of the
Weibull type, and has a survival function S(r) written as
Z

Sr PR4r er=a ,

(6)

where S(r) is the probability that the maximum corrosion

rate R is greater than or equal to a particular value r, and
can be obtained empirically from recorded data [21]. a is
the scale parameter of the Weibull distribution and Z is the
shape parameter.
5. Monte-Carlo simulation model
Based on the stochastic limit state model, a method for
estimating failure probability of CI pipes is provided by
using Monte-Carlo simulation. Pipe lifetimes are sampled
by repeatedly generating random values of corrosion rates
and using these in the equations above to determine the
time of failure for each pipe segment. For a simulated
hypothetical pipeline comprised of these segments, failures
are recorded over time, allowing the lifetime distribution to
be estimated, using methods for either Censored or Noncensored data sets, as described by Crowder et al. [21],
depending on whether all simulated pipe segments fail
within the simulation run.
The steps required for Monte-Carlo simulation of the
physical failure model are:
1. Set up a population of short pipe segments with known
diameter and original wall thickness.

2. For all pipe assets in the pipe data set:

(a) Randomly assign initial maximum corrosion rates in
each pipe segment based on the Weibull probability
distribution function.
(b) Calculate/assign operating loads for each pipe
segment.
(c) Step through in a time marching loop and calculate
reduced nominal tensile strength, reduced critical
pressure, load bearing capacity; then check for
failures and record failures, by checking failure
criteria.
(d) If the failure criterion is fullled, record a failure
within the hypothetical failure history.
3. This generated hypothetical failure history can then be
used to estimate failure rates just as failure rates can be
calculated from historical failure data.
A drawback of this approach is that the model requires a
range of input variables: corrosion rate, pipe wall thickness, internal pressure and external loads. Some of which
are modelled deterministically and some of which are
modelled stochastically. If modelled stochastically, distributions are typically of the Normal, Uniform or Weibull
types, and the model parameters are then the mean and
standard deviation, the scale and shape, or the upper and
lower limits of these distributions.
Selecting model parameters that accurately represent
reality is sometimes difcult. For instance, due to the
currently prohibitive costs of extensive condition assessment for cast iron pipes, only limited experimental data are
available to quantify stochastic maximum corrosion rate
variables [4]. With sensors increasingly being utilised, this
situation may change.
6. Calculating historical failure rates
To allow for a comparative study of failure rate
predictions, failure rates must be also calculated using an
alternative approach, and in this section, such an approach
is described. This alternative approach is statistical in
nature and relies on the assumption of the failure count
process as a random Poisson process.
6.1. Pipe and failure record data
In this comparative study, failure data for a set of small
diameter reticulation mains was used, containing all pipes
in the network. The failure recording period was for a
7-year period from middle of 1995 until middle of 2002.
The pipe database contained data for 81,595 pipe assets,
and 21,001 pipe failures. The matching rate, which is the
proportion of failures that can be linked with an asset, was
approximately 75% in 1995 increasing to 95% in 2002 as
failure recording procedures improved. Systematic variation in the number of failures per year is accounted for
when calculating observed failure rates. Failure year effect

Please cite this article as: Moglia M, et al. Strong exploration of a cast iron pipe failure model. Reliab Eng Syst Safety (2007), doi:10.1016/
j.ress.2007.03.033

ARTICLE IN PRESS
M. Moglia et al. / Reliability Engineering and System Safety ] (]]]]) ]]]]]]

factors are estimated by dividing the number of failures in a

year with the average yearly number of failures.
6.2. Identifying a homogenous population of pipes
Before estimating the failure rates as a function of pipe
age, pipe assets were grouped into homogeneous pipe
cohorts; ensuring that external factors that can inuence
pipe failure are isolated. Different pipe cohorts may be
identied by the year in which a pipe was installed and its
surrounding soil environment. Fortunately, many pipes in
the studied network were installed in a similar soil
environment, consisting of duplex, heavy-textured yellow
clay, coarse dendritic drainage and undulating terrain [4].
Fig. 1 shows an event chart of manufacturing methods,
installation practices and concrete lining programs for CI
pipe in the water utility where the data were sourced from.
Using this information to reduce unexplained systematic
variation in the data set, a homogeneous population of
pipes was identied and selected by choosing pipes installed
in the period of 19531969, see Fig. 1. These pipes were
spun cast only, with factory-applied cement mortar lining,
and installed in native soil backll [22].
6.3. Exploring the data
The total length of pipes in this cohort was 1709 km,
which accounted for 40% of the networks length of cast
iron pipes and 23% of the total network length. Pipes with
diameters smaller than 40 mm were not included because of
concerns regarding the validity of the physical probabilistic
model in this diameter range. These pipes (CI pipes
installed between 1953 and 1969) and associated failures
were queried from a database, which had tables for pipes
and for failures.
The pipes table had information about the installation
time, length of pipe, operating pressure and diameter of the
pipe asset. The failures table had information about the
time of failure and a reference to a pipe asset in the pipes
table. The failures table included failure type and failure
date. Only failures with failure modes that occurred by

corrosion or combined corrosion and fracture were

included in the analysis. Such failure modes were: Blown
sections: removal of a corroded section of the pipe wall
under applied stress; Longitudinal split: fracture along the
pipe axis; and Perforations: pitting corrosion. Other
failure modes, such as Joint leak and Fitting failure were
beyond the scope of the model and were omitted. In the
queried data set, 3723 failures out of 8292 failures (45%)
were categorised into one of the included failure modes.
Hence, it is expected that the model should predict only a
little less than half of all failures.
6.4. Calculating historical failure rates
Water utilities often calculate failure rates for groups of
pipes, and this is given as the number of failures per year
per 100 km. This is calculated by taking the number of
failures divided by the length of pipes (in 100 km), and
again divided by the number of failure recording years. To
calculate a pipe age-dependent failure rate for our dataset,
the failure rate, l(t), is dened as
lt

Qt

Native soil surround

(7)

2002
X

F zMzTz 


Iz; ci ; t

Iz; ci ; twi ,

(8)

z1995

if z  ci t

otherwise

(9)

where z is the failure year in which failures were recorded,

wi is the length and ci is the installation year of pipe i. T(z)
is the recording rate (the proportion of failures recorded in
a year); M(z) is the matching rate, (the proportion of
failures matched to an asset in a year); and F(z) is the
systematic variation in number of failures, between failure
years.

1953

1926

yt
,
Qt

where y(t) is the recorded number of failures, and Q(t)

represents the kilometre-years of pipes at age t. For the
studied set of pipes, Q(t), as a function of pipe age is shown
in Fig. 2. Q(t) is calculated using

Spun Cast

Pit Cast

Unlined

Factory lined

1969

Imported sand backfill

1953-1969
Single population:
Factory lined,spun
cast, native soil
surround

Fig. 1. Event chart for manufacture, installation and cement lining of CI pipes in Melbourne.
Please cite this article as: Moglia M, et al. Strong exploration of a cast iron pipe failure model. Reliab Eng Syst Safety (2007), doi:10.1016/
j.ress.2007.03.033

ARTICLE IN PRESS
M. Moglia et al. / Reliability Engineering and System Safety ] (]]]]) ]]]]]]

1.E+06

350

9.E+05
y (t) = number of failures

Q(t) = failure exposure [km-years]

8.E+05
7.E+05
6.E+05
5.E+05
4.E+05
3.E+05
2.E+05

300
250
200
150
100

1.E+05
0.E+00

50
0

25

30

35
40
t = pipe ages [years]

45

50

Fig. 2. Failure exposure for a range of pipe ages. This exposure relates to
recorded failures between 1995 and 2002 in cast iron pipes installed
between 1953 and 1969.

25

30

35
40
t = pipe ages [years]

45

50

Fig. 3. Number of failures, y(t), for different pipe ages within the recorded
set of data.

Y (t) = failure rates [failures per

100 km per year]

160

Failure counts are often modelled statistically using a

non-homogeneous (i.e. age dependent) Poisson model
[23,24], which has been shown to be adequate in its basic
form for pipe failure rate estimations. The number of
failures for an individual pipe, Xi(t), is therefore described
using a Poisson distribution. The total number of failures
for the population, Y(t), is the sum of the failures for the
individual pipes and is therefore also Poisson distributed:
X
Y t
X i t,
(10)

140
120
100
80
60
40
20
0

25

EY t VarY t mt lt  Qt,

(11)

where Y(t) is a stochastic variable for the number of

failures at age t; and y(t) is the observation of Y(t), as
shown in Fig. 3 for the failure data that was used. l(t) is the
failure rate at pipe age, t. In accordance with the Poisson
model assumption, and applying a parametric approach,
the failure rate estimator is calculated as:
X
^ yt
mt
xi t.
(12)
i

This is the Maximum Likelihood estimator which is the

statistically most efcient estimator for the Poisson
distribution. It gives the following failure rate estimator
(please note that Q(t) is not a random variable):
P
^ yt i xi t .
lt
(13)
Qt
Qt
The Central Limit Theorem (CLT) then provides that its
variance is given by
!


X
Y
t
1
^
Varlt
s^ 2lt
Var
X i t
Var
^
Qt
Qt i
P
xi t
yt
i 2
.
14
Qt
Qt2
^ is applicable, accordThe Normal approximation of lt
ing to CLT, when there are more than 30 pipes in the
population, and is here applicable. Using the Normal

30

35
40
45
t = pipe ages at failure [years]

50

Fig. 4. Estimated failure rates as a function of pipe age with related

condence limits.

approximation, 95% condence limits are given by

1:96s^ lt
^ . Failure rates at different pipe ages as well as the
95% condence limits are displayed in Fig. 4. As per
Eq. (14) the variance of the error, s^ 2lt
^ , for the estimates
increases proportionally with the number of failures, y(t),
and decreases inversely proportionally to the square of the
exposure, Q(t).
7. Predicting failure rates via Monte-Carlo simulation
The focus in this exploratory study is on the described
Monte-Carlo simulation model which will be evaluated
against the predicted failure rates of the alternative
statistical approach. The rst model is deliberately
simplistic in order to allow for further iterative strong
exploration of model assumptions. The process in each
iteration is to rstly calibrate the model parameters (weak
exploration), and secondly to explore and select model
assumptions to the initially basic model which provide the
best value for money in terms of predictive capacity (strong
exploration). This can be seen as a parallel non-linear
approach to methods within Linear Statistical Models of
systematically including covariates into a linear model.

Please cite this article as: Moglia M, et al. Strong exploration of a cast iron pipe failure model. Reliab Eng Syst Safety (2007), doi:10.1016/
j.ress.2007.03.033

ARTICLE IN PRESS
M. Moglia et al. / Reliability Engineering and System Safety ] (]]]]) ]]]]]]

8. Initial calibration: corrosion rate parameters

It is stipulated here that when corrosion data is not
available from eld measurements, the corrosion rate
distribution can be estimated by comparing the simulation
model against historical failure rates. This is done by
minimising the deviations between predicted failure rates
and historically estimated failure rates by adjusting the
Weibull scale and shape parameters for maximum corrosion rate (scale a and shape Z). To achieve this, a common
approach is the Least Squares method which minimises the
function, L(a,Z), the square of the sum of the deviations
between observed and predicted failure rates. It should be
noted that this method is not always the statistically most
efcient option when the Normal assumption does not
hold.
By varying a and Z, graphs were produced as shown in
Fig. 5 describing the variation in the goal function L(a,Z).
Fig. 5 plots the Weibull parameters for maximum corrosion
rate (scale a and shape Z) on the x and y-axis and the goal

0.02

Least Squares Deviations; Asa function of

Corrosion Rate Shapes and Scales.

0.015
0.01

Minimum point
[0.042, 1.18]
Experimentally measured
point [0.036, 1.23]

0.005
0
0.06
0.05
We
ibul 0.04
l sc
ale

0.03

1.1

1.2

1.3

1.4

Weibull

1.5

1.6

shape

Fig. 5. Goal function L(a,Z) as a function of corrosion rate Weibull scale,

a and shape parameters, Z.

25
f(a) = probability density

A key feature of the Monte-Carlo simulation model is

the stochastic maximum corrosion rate. In Eq. (5), the
maximum corrosion pit depth is assumed to increase
linearly in time. It is acknowledged that this is perhaps an
overly simplistic assumption, and in conict with nonlinear corrosion rate models such as the power law time
dependence proposed by Romanoff [16]. However, it is
also noted that experimental measurements of corrosion
depth conducted on exhumed cast iron pipes (such as those
conducted by Rajani et al. [17]) show large scale variation
and can be represented by either linear or non-linear
corrosion rate assumptions. A linear corrosion rate in cast
iron pipes has also previously been assumed by Heathcote
and Nicholas [25] and Randall-Smith et al. [26]. In this
study, the assumption of linearity is simply a starting point
for further exploration. Corrosion is described using a
stochastic variable representing the maximum corrosion
rate, and modelled using a two-parameter Weibull distribution, as described in Eq. (6). The cost of exposing
buried CI pipes and measuring corrosion rate can be
prohibitive, but a few previous studies have determined a
and Z from experimental data [4]. This kind of data can be
used within the Monte-Carlo simulation framework
described earlier in the paper to provide a bottom-up
method for estimating failure rates.
Because of the randomness involved, variation in the
calculated failure rate estimator is observed between each
repetition. To provide a statistically more efcient estimation, the procedure is repeated typically 510 times, and the
average of the failure rate estimators is used. The number
of repetitions may seem small for a Monte-Carlo simulation, but considering the length of pipes (1709 km) a very
large number of pipe segments are already being simulated
in each repetition. The number of repetitions required will
depend on circumstances, such as the length of pipes
simulated and the variability in failure rate.

experimental

20

fitted

15
10
5
0
0

0.05
0.1
0.15
a = corrosionrate [mm/year]

0.2

Fig. 6. Probability density functions for maximum corrosion rate in the

physical probabilistic model: experimentally determined vs. computationally tted.

function L(a,Z) on the z-axis. Repeating the simulations

and calculating L(a,Z), the minimum point was consistently
identied as scale a 0.042 and shape Z 1.18. For
comparison, experimentally determined values of a 0.036
and Z 1.23 are also included in Fig. 5. These values were
obtained using raw data from a condition assessment
program that was previously conducted on proactive CI
mains [4]. Fig. 6 shows that the resulting Weibull
probability density functions for maximum corrosion rate
are very similar. For rigor, it should be noted that while
failures in the data set are likely to have occurred in more
than one soil environment; the experimentally determined
corrosion rates were obtained in a single soil environment
as identied by Davis et al. [4].
9. Initial comparative analysis: identifying deciencies
Fig. 7 shows a comparison between observed failure
rates from the data set and predicted failure rates from the
initial deliberately simplistic simulation model, with 95%
condence limits of the statistical failure rate estimates
displayed as error bars. Whilst the observed failure rate
which was calculated with the top-down statistical model
appears to converge towards a stationary linear increase

Please cite this article as: Moglia M, et al. Strong exploration of a cast iron pipe failure model. Reliab Eng Syst Safety (2007), doi:10.1016/
j.ress.2007.03.033

ARTICLE IN PRESS
M. Moglia et al. / Reliability Engineering and System Safety ] (]]]]) ]]]]]]

The iterative framework for exploring model assumptions

is:

180
Simulated
Observed

160
140
120
100
80
60
40
20
0
25

30

35

40

45

50

Fig. 7. Predicted and observed failure rates observed in the time period.
Failures per 100 km vs. age of a pipe.

1. Calibrate model, using available model parameters, by

minimising the square sum deviations between simulated and observed failure rates.
2. Develop understanding of why there are discrepancies:
analyse signicant deviations by closer investigation of
pipe population data and the calculation of degradation
and failure modes.
3. If deviations are qualitatively and quantitatively acceptable, then Stop; otherwise continue to 4.
4. Reject assumption, and provide a physically meaningful
modication of the assumptions; and return to 1.
10.1. First round assumption exploration: non-linear
corrosion and stochastic loads

with age, the bottom-up simulation model predicts a more

exponential growth, with particular deciencies in the tail
ends of the curve (young and old pipes). Because of this
characteristic of the simulated failure rate curves, it is
unresolved whether the initial model could efciently
predict the failure rates outside the age period of 2550
years. This may be an artefact of the chosen linear
corrosion model. Because the initial model was very basic,
discrepancies between predicted and observed failure were
expected at the early stages of this study. This then allows
for iterative strong exploration of the model assumptions,
and a number of model assumptions have been suggested
for inclusion. To evaluate the merit of each of those
assumptions, they were implemented into the simulation
model.
In response to the identied discrepancies, further
research into installation practices found that that there
is anecdotal evidence that the introduction of copper pipe
property services (main-to-meter) around the early 1960s
led to spikes in failure rates because of galvanic action of
dissimilar metals (David Cox, Water Services Association
of Australia, personal communication, November 18,
2003). This may cause a disturbance to the failure rate
curve, which may not be captured in the physical
probabilistic failure model in its current shape. There are
also indications in other data sets that there is an
exponential shape in the observed failure rate curves rather
than what was seen in this data set.
10. Iterative assumption exploration
The initial physical probabilistic model was chosen in a
very basic manner so that model assumptions could be
added and explored. This is seen from the perspective that
collecting data for and detailed exploration of model
assumptions can be rather expensive, and care should be
given to which assumptions should be prioritised. Key
assumptions to be explored in later sections are: timedependent corrosion rates; stochastic pipe wall thickness;
stochastic loads; and lower limit on the tensile strength.

Romanoffs study in 1957 [16] proposed that corrosion

pit depth follows a power law time dependence in the form
d Ktm, where K and m are constants (0omo1). As noted
by Rajani et al. [17], the use of this power function can
theoretically lead to innite corrosion rates during earlier
time intervals and zero corrosion rate at large time
intervals, since this would lead to underestimates of failure
times, non-linear corrosion rate was introduced as a model
assumption using the time dependence proposed by Rajani
et al. [17]:
d_ a bc expct,
where a, b and c are constants. Typical values for these
parameters to describe the maximum corrosion rate in cast
iron pipes are given by Rajani et al. [17]. In agreement with
Romanoffs experimental observations [16], this proposed time
dependence constrains corrosion rate to be initially high then
approaching a lower steady-state value for older pipes.
However, introducing this non-linear corrosion rate (with
values of a, b and c from the study conducted by Rajani et al.
[17]) did not provide signicant improvements in the agreement between observed and simulated failure rates. While this
may be counter-intuitive, the reason for lack of improvement
may be the narrow age band of the pipes studied.
Stochastic loads, such as for internal pressure loads,
surface loads and soil loads, have been suggested by Sadiq
et al. [27] and according to the limit state equations, at least
one of the load components require higher magnitude, or
another failure mode to be present, to achieve higher
failure rates at lower ages. Therefore, the impact of
pressure transients on failure rates was explored. Water
hammer is linked to a suggested increase in force caused by
the sudden change in pressure due to variations in the
velocity of water travelling through a pipe. Such sudden
changes in water ows are usually caused by the opening
and closing of valves, and water service providers
commonly have operating strategies that aim at minimising
the frequency of such events. There is not much experimental data from water systems on the magnitudes or

Please cite this article as: Moglia M, et al. Strong exploration of a cast iron pipe failure model. Reliab Eng Syst Safety (2007), doi:10.1016/
j.ress.2007.03.033

ARTICLE IN PRESS
M. Moglia et al. / Reliability Engineering and System Safety ] (]]]]) ]]]]]]

speed of impact of pressure spikes; or on how frequently

they occur, but some information has been reported [28].
Pressure spikes generally occur in the vicinity of valves,
exerting both static and dynamic effects on the pipe. The
static effect can be described simply as a higher load on the
pipe, potentially causing brittle failure under static loads.
The dynamic effect can be described as a sudden change in
loads, potentially causing brittle failure under impact
loading conditions. While the static effect is well modelled
by the limit state equations already stated, the dynamic
effect requires a new failure criterion.
A stochastic surface load was introduced, where a
proportion of pipes were chosen with heavy load and the
rest of the networks pipes were chosen with low level load.
This introduces three new model parameters to be
adjusted: Probability of high load, High load level
(kPa), and Low load level (kPa).
10.2. First round assumption exploration: nominal tensile
strength reduction
Closer exploration of the limit state model revealed that
for failure to occur under typical load values, the lower
limit on the nominal tensile strength must be lower than
that dened according to the limit state model, which
would be achieved with full pit penetration through the
pipe wall. This was because of an initial model assumption
stating that the nominal tensile strength could only drop to
about 40% of the original tensile strength. A fully corroded
cast iron pipe may exhibit a residual tensile strength due to
the resistance offered by the fused graphite matrix
(graphitisation), but the validity of this 40% lower limit
is unclear. The model was therefore adjusted, and the
nominal tensile strength was allowed to drop linearly down
to a lower limit, physically interpreted as the remaining
load bearing capacity of a fully corroded pipe.
This remaining load bearing capacity of a fully corroded
pipe was introduced as a parameter which was calibrated to
approximately 10% of the original tensile strength. The
value of 10% is also supported by data in an AWWARF
report [29] on Canadian spun cast iron pipes, with a
diameter of 175 mm, installed in the period 19571962,
which indicated a remaining tensile strength for almost
fully corroded pipes between 11% and 18% of that in uncorroded pipes. However, data in another paper [15] on
cast iron pipe data, on 75 and 100 mm pipes with unknown
age and manufacturing methods, the strength of almost
fully corroded pipes varied between 22% and 42% of the
strength of a non-corroded pipe. Further work is required
to investigate the variability and value of the remaining
load bearing capacity of a fully corroded cast iron pipe.
10.3. First round assumption exploration: stochastic wall
thickness
Stochastic wall thickness, as a Normal distributed
random variation in the wall thickness of each pipe

segment was explored. The distribution parameters are

chosen based on data in an Australian Standard [30], which
provides nominal, minimum and maximum wall thickness
as a function of pipe diameter. The statistical expectations
of wall thicknesses are chosen as the nominal wall thickness
in the Australian standard, and the standard deviations are
chosen so that 99% of the probability mass falls within the
minimum and maximum values of the Australian standard.
This means that because the standard deviation is relatively
small compared to the mean, the probability of zero, (or
negative) wall thickness, which is not physically meaningful, is close to zero. The assumption of Normal
distributed wall thickness of cast iron pipes is not new,
but has been used in several previous studies [27,31,32]. It
can also perhaps be argued that the Normal distribution is
more appropriate, because the situation is one where the
variation seems to arrive from a large number of
independent sources of variation. This means that according to the CLT (assuming the underlying sources of
variation can be described with the same type of distribution), it is likely that the aggregated variation in wall
thickness can be described using the Normal distribution.
10.4. Second round assumption exploration: stochastic static
pressure surges
The results of the rst round adjustments did not provide
much additional ability for prediction, see Fig. 8.
In further attempts to adjust the model assumptions,
stochastic static pressure surges were added to the model,
where a pressure surge has a given probability to occur,
with randomly assigned magnitude as a Weibull distributed
pressure surge factor, multiplied with the operating
pressure of a pipe. Typical surge magnitudes were chosen
from in-eld measurements reported in the literature [29].
The introduction of stochastic pressure surges improved
the qualitative and quantitative similarity between the
observed and simulated failure rates, as can be seen in
100
90
80
Observed
Simulated

70
60
50
40
30
20
10
0
25

30

35

40

45

50

Fig. 8. Observed and simulated failure rates with new model features,
No. 1. Failures per 100 km vs. age of a pipe.

Please cite this article as: Moglia M, et al. Strong exploration of a cast iron pipe failure model. Reliab Eng Syst Safety (2007), doi:10.1016/
j.ress.2007.03.033

ARTICLE IN PRESS
M. Moglia et al. / Reliability Engineering and System Safety ] (]]]]) ]]]]]]

10

100

100

Observed
Observed
Simulated

80

80

Simulated

60
60
40
40

20

20

0
25

0
25

30

35

40

45

50

30

35

40

45

50

Fig. 10. Observed and simulated failure rates with new model features,
No. 3. Failures per 100 km vs. age of a pipe.

Fig. 9. Observed and simulated failure rates with new model features,
No. 2. Failures per 100 km vs. age of a pipe.

100

Fig. 9. However, the predicted failure rates in the nal

years of the time period are still very high, see Fig. 9. It was
identied that this discrepancy could be attributed to the
higher operating pressure for pipes in this age band. This
was identied as an artefact of the added model assumption, as it was realised that for pipes with high operating
pressure, the added pressure surge model assigns unrealistic
pressure surge values. Consequently, a truncated pressure
surge factor model was chosen, and through this a
qualitatively acceptable t between simulated and observed
failure rates was achieved (Fig. 10).
10.5. Third round assumption exploration: final adjustments
Even after the second round of model adjustments, a
remaining concern is that failure rate peaks appear to occur
with time lags between the two failure graphs. One
potential cause was identied that when pipes are
introduced into the failure simulations, there is a chance
that an extremely high corrosion rate is assigned, as a
consequence of the Weibull distribution model of corrosion
rates. In reality, pipes with such high corrosion rates would
already have caused a failure, and would have been ltered
out of the population (i.e. a real-world truncation of the
corrosion rate distribution). Therefore, the Weibull corrosion rate distribution was truncated and this allowed the
results of Fig. 11 to be simulated, which provided a
qualitatively and quantitatively acceptable t. Peaks, such
as the ones around 37 and 44 years, appear to have been
reduced in magnitude by allowing failures to occur later,
with the consequential removal of the previous trough
between 45 and 49 years. The peak in the observed failure
rates, around 4648 years of age, can be explained by high
random variation in this age band because of only small
lengths of pipes because populations of pipes are susceptible to local conditions and year-to-year variation in soil
and operating loading conditions, causing variability
around the mean.

Observed
Simulated

80
60
40
20
0
25

30

35

40

45

50

Fig. 11. Observed and simulated failure rates with new model features,
No. 4. Failures per 100 km vs. age of a pipe.

After three rounds of model adjustments, it is concluded

that by using strong exploration of the model based on
physically meaningful assumptions, a reasonable t between simulated and observed failure rates can be achieved.
This means that, if the appropriate data is available,
quantitative predictions of failure rates can be calculated,
using a thorough understanding of the physics of pipe
failures.
11. Conclusions
This study initiated with the task of predicting failures in
populations of cast iron pipes with limited or no failure
history. A physical probabilistic failure model was developed, based on a physical representation of pipe failure.
The model was data hungry, and uncertainty in input
variables was represented using stochastic variable. To deal
with the computational complexity of the model, MonteCarlo simulation was used after having attempted the
FOSM method with limited success. The model results
were compared to statistically calculated failure rates, for
three reasons: rstly for calibration of model parameters,
secondly for evaluation of the model, and thirdly for strong

Please cite this article as: Moglia M, et al. Strong exploration of a cast iron pipe failure model. Reliab Eng Syst Safety (2007), doi:10.1016/
j.ress.2007.03.033

ARTICLE IN PRESS
M. Moglia et al. / Reliability Engineering and System Safety ] (]]]]) ]]]]]]

exploration of model assumptions. To allow for strong

exploration of model assumptions, the initial model was
deliberately simplistic. Calibration of model parameters
and evaluation of the model occurred iteratively within the
strong exploration of model assumptions.
An initial calibration of the model parameters concerned
the corrosion rate distribution. This allowed for comparison between calibrated and experimentally estimated
corrosion rate data. For this purpose, the corrosion rate
parameters were chosen so that the least squares deviations
between predicted and observed failure rates were minimised. The results were encouraging because the estimated
Weibull corrosion rate parameters were close to what were
experimentally determined in a previous study [4], and this
indicates that corrosion rate measurements from the eld
can be almost as powerful as having failure data in terms of
evaluating the degradation pattern of buried CI pipelines.
Secondly, for evaluation purposes, the initial and
deliberately simplistic models results were compared to
the results of the statistically estimated failure rates. Not
surprisingly, the initial model provided qualitatively and
quantitatively insufcient capacity for prediction, but even
at this stage, the model could have well served to estimate
semi-quantitative failure rates. Therefore, the third stage of
the investigation was to perform a combination of strong
and weak exploration of the models assumptions and
parameter values by systematically introducing and accepting or rejecting model assumptions. As a consequence, a
number of model assumptions were included, and it was
found that the most signicant improvement of the model
was achieved when stochastic static pressure surges were
added to the model. However, for this group of pipes,
model adjustments such as relating to non-linear corrosion
rates did not provide signicant improvements.
This exercise was useful for increasing the understanding
of how physical probabilistic models can be used to predict
failures in cast iron pipelines. The conclusions are that
without failure data or data on pipe degradation rates and
loads, the model is accurate enough to provide semiquantitative measures of cast iron pipe failure rates. With
failure data, and with accurate degradation and load data
and a thorough understanding of pipe failures, it is possible
to estimate quantitatively accurate failure rate curves. It
should be noted however that the model needs to be tested
against new data sets and that the next step is to benchmark
the model against new such data sets. Finally, it can be said
that with improved data management and the future
availability of sensor technology to record loading conditions
and corrosion damage in situ, this method has the potential
to provide very useful information to water utilities.
References
[1] Burns P, Hope D, Roorda J. Managing infrastructure for the next
generation. Elsevier Autom Construction 1998;8:689703.
[2] Standards Australia and Standards New Zealand. 1999. AS/NZS
4360:1999. Risk Management. Australia/New Zealand StandardTM.

11

[3] Jarrett R, Hussain O, Veevers A, van der Touw J. A review of

asset management models available for water pipeline networks.
In: Proc. int. conf. maintenance societies, Melbourne, Australia,
2001.
[4] Davis P, Moglia M, Burn S, Farlie M. Estimating failure probability
from condition assessment of critical cast iron water mains. In:
Proceedings of the sixth national Australasian Society for trenchless
technology trenchless conference, Melbourne, Australia, 2729
September 2004.
[5] De Silva D, Moglia M, Davis P, Burn S. Condition assessment to
estimate failure rates in buried metallic pipelines. J Water SRT
AQUA 2006;55:17991.
[6] Rajani B, Kleiner Y. Comprehensive review of structural deterioration of water mains: physically based models. Urban Water 2001;3:
17790.
[7] Kleiner Y, Rajani B, Sadiq R. Risk management of large-diameter
water transmission mains. Awwa Research Foundation, National
Research Council of Canada; 2005.
[8] Melchers RE. Structural reliability analysis and prediction. New
York: Wiley; 1999.
[9] Thoft-Christensen P, Baker MJ. Structural reliability theory and its
applications. Berlin: Springer; 1982.
[10] Rahman S. Probabilistic fracture analysis of cracked pipes with
circumferential aws. Int J Press Vessels Piping 1997;70:22336.
[11] Rahman S. A computer model for probabilistic leak-rate analysis of
nuclear piping and piping welds. Int J Press Vessels Piping 1997;70:
20921.
[12] Richardson KA. On the limits of bottom-up computer simulation:
towards a nonlinear modeling culture. In: 36th Hawaii international
conference on system science, Hawaii, 2003.
[13] Olliff J, Rolfe S. Condition assessment: the essential basis for best
rehabilitation practice. In: Proceedings of the 20th international NODIG conference, Copenhagen, Denmark, May 2831, 2002.
[14] Schlick WJ. Supporting strength of cast iron pipe for gas and water
service. Bulletin No. 146, Iowa Engineering Experimental Station,
Ames, Iowa, 1940.
[15] Atkinson K, Whiter JT, Smith PA, Mulheron M. Failure of small
diameter cast iron pipes. Urban Water 2002;4:26371.
[16] Romanoff M. Underground corrosion. National bureau of standards
circular 579. Washington DC: US Government Printing Ofce;
1957.
[17] Rajani B, Makar J, McDonald S, Zhan C, Kuraoka S, Jen CK, et al.
Investigation of grey cast iron water mains to develop a methodology
for estimating service life. AWWARF Project No. 280, Denver,
Colorado, USA; 2000.
[18] Ferguson PH, Heathcote MJ, Shaw DE. Statistical correlation of
pitting measurements in buried iron pipes. Corros Australas
1993;18:69.
[19] Aziz PM. Application of the statistical theory of extreme values to the
analysis of maximum pit depth data for aluminium. Corrosion
(NACE) 1956:12.
[20] Laycock PJ, A CR, Scarf PA. Extrapolation of extreme pit depths in
space and time. J Electrochem Soc 1990:137.
[21] Crowder MJ, Kimber AC, Smith RL, Sweeting TJ. Statistical
analysis of reliability data. London: Chapman & Hall; 1991.
[22] Davis P, Allan I, Burn S, van de Graaff R. Identifying trends in cast
iron pipe failures with GIS maps of soil environments. In:
Proceedings of the pipes 2003-back to basics, design and innovation,
Wagga Wagga, Australia, 2123 October 2003.
[23] Constantine AG, Darroch JN. In: Osaki S, Murthy ONP, editors.
Pipeline reliability: stochastic models in engineering technology and
management. Singapore: World Scientic; 1993.
[24] Jarrett R, Hussain O, van der Touw J. Reliability assessment of water
pipelines using limited data. In: OzWater. Perth, Australia: Australian Water Association; 2003.
[25] Heathcote M, Nicholas D. Life assessment of large cast iron
watermainsresearch report No. 146, Urban Water Research
Association of Australia; 1998.

Please cite this article as: Moglia M, et al. Strong exploration of a cast iron pipe failure model. Reliab Eng Syst Safety (2007), doi:10.1016/
j.ress.2007.03.033

ARTICLE IN PRESS
12

M. Moglia et al. / Reliability Engineering and System Safety ] (]]]]) ]]]]]]

[26] Randall-Smith M, Russell A, Oliphant R. Guidance manual for the

structural condition assessment of the trunk mains. Water Research
Centre, Swindon, United Kingdom; 1992.
[27] Sadiq R, Rajani B, Kleiner Y. Probabilistic risk analysis of corrosion
associated failures in cast iron water mains. Reliab Eng Syst Saf
2004;86:110.
[28] Burn LS. An analysis of water reticulation pressure uctuations and
their effect on UPVC pipe. Civ Eng Trans I E Aust 1988;CE30(1):25.
[29] Friedman M, Radder L, Harrison S, Howie D, Britton M, Boyd G,
et al. Verication and control of pressure transients and intrusion in

distribution systems. AWWARF Project no. 2686, AWWARF,

Denver, CO, USA; 2004.
[30] Standards Australia, AS 17231975: centrifugally cast grey iron
pressure pipes (excluding pipes with bolted gland joints); 1975.
[31] Ahammed M, Melchers RE. Probabilistic analysis of underground
pipelines subject to combined stresses and corrosion. Eng Struct
1997;19:98894.
[32] Ahammed M. Probabilistic estimation of remaining life of a pipeline
in the presence of active corrosion defects. Intern J Press Vessels
Piping 1998:75.

Please cite this article as: Moglia M, et al. Strong exploration of a cast iron pipe failure model. Reliab Eng Syst Safety (2007), doi:10.1016/
j.ress.2007.03.033